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Commit 8bb09c9a authored by Dr.李's avatar Dr.李
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fixed wrong class

parent 43955e6c
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Showing with 1459 additions and 1335 deletions
010 股票型基金.ipynb
View file @ 8bb09c9a
...@@ -104,7 +104,8 @@ ...@@ -104,7 +104,8 @@
"\n", "\n",
"df.loc[(~flag) & (df[\"L3NAME\"].isin([\"其他行业股票型基金\", \"偏股型基金（股票上下限60%-95%）\", '标准股票型基金', '医药行业股票型基金', '封闭式标准股票型基金'])), \"股票型（子类）\"] = \"普通股票型基金\"\n", "df.loc[(~flag) & (df[\"L3NAME\"].isin([\"其他行业股票型基金\", \"偏股型基金（股票上下限60%-95%）\", '标准股票型基金', '医药行业股票型基金', '封闭式标准股票型基金'])), \"股票型（子类）\"] = \"普通股票型基金\"\n",
"df.loc[(~flag) & (df[\"L3NAME\"].isin([\"标准指数股票型基金\"])), \"股票型（子类）\"] = \"被动指数型基金\"\n", "df.loc[(~flag) & (df[\"L3NAME\"].isin([\"标准指数股票型基金\"])), \"股票型（子类）\"] = \"被动指数型基金\"\n",
"df.loc[(~flag) & (df[\"L3NAME\"].isin([\"增强指数股票型基金\"])), \"股票型（子类）\"] = \"增强指数型基金\"" "df.loc[(~flag) & (df[\"L3NAME\"].isin([\"增强指数股票型基金\"])), \"股票型（子类）\"] = \"增强指数型基金\"\n",
"df = df.sort_values(\"SECURITYID\").dropna(subset=[\"股票型（子类）\"])"
] ]
}, },
{ {
...@@ -170,71 +171,71 @@ ...@@ -170,71 +171,71 @@
" <tbody>\n", " <tbody>\n",
" <tr>\n", " <tr>\n",
" <th>增强指数型基金</th>\n", " <th>增强指数型基金</th>\n",
" <td>54</td>\n", " <td>63</td>\n",
" <td>54</td>\n", " <td>63</td>\n",
" <td>39</td>\n", " <td>45</td>\n",
" <td>54</td>\n", " <td>63</td>\n",
" <td>54</td>\n", " <td>63</td>\n",
" <td>54</td>\n", " <td>63</td>\n",
" <td>54</td>\n", " <td>63</td>\n",
" <td>54</td>\n", " <td>63</td>\n",
" <td>54</td>\n", " <td>63</td>\n",
" <td>54</td>\n", " <td>63</td>\n",
" <td>54</td>\n", " <td>63</td>\n",
" <td>54</td>\n", " <td>63</td>\n",
" <td>53</td>\n", " <td>60</td>\n",
" <td>54</td>\n", " <td>63</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>普通股票型基金</th>\n", " <th>普通股票型基金</th>\n",
" <td>199</td>\n", " <td>205</td>\n",
" <td>199</td>\n", " <td>205</td>\n",
" <td>57</td>\n", " <td>60</td>\n",
" <td>199</td>\n", " <td>205</td>\n",
" <td>199</td>\n", " <td>205</td>\n",
" <td>199</td>\n", " <td>205</td>\n",
" <td>199</td>\n", " <td>205</td>\n",
" <td>199</td>\n", " <td>205</td>\n",
" <td>199</td>\n", " <td>205</td>\n",
" <td>199</td>\n", " <td>205</td>\n",
" <td>199</td>\n", " <td>205</td>\n",
" <td>199</td>\n", " <td>205</td>\n",
" <td>199</td>\n", " <td>204</td>\n",
" <td>199</td>\n", " <td>205</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>港股通股票型基金</th>\n", " <th>港股通股票型基金</th>\n",
" <td>13</td>\n", " <td>19</td>\n",
" <td>13</td>\n", " <td>19</td>\n",
" <td>9</td>\n", " <td>12</td>\n",
" <td>13</td>\n", " <td>19</td>\n",
" <td>13</td>\n", " <td>19</td>\n",
" <td>13</td>\n", " <td>19</td>\n",
" <td>13</td>\n", " <td>19</td>\n",
" <td>13</td>\n", " <td>19</td>\n",
" <td>13</td>\n", " <td>19</td>\n",
" <td>13</td>\n", " <td>19</td>\n",
" <td>13</td>\n", " <td>19</td>\n",
" <td>13</td>\n", " <td>19</td>\n",
" <td>13</td>\n", " <td>19</td>\n",
" <td>13</td>\n", " <td>19</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>被动指数型基金</th>\n", " <th>被动指数型基金</th>\n",
" <td>177</td>\n", " <td>321</td>\n",
" <td>177</td>\n", " <td>321</td>\n",
" <td>160</td>\n", " <td>198</td>\n",
" <td>177</td>\n", " <td>321</td>\n",
" <td>177</td>\n", " <td>321</td>\n",
" <td>177</td>\n", " <td>321</td>\n",
" <td>177</td>\n", " <td>321</td>\n",
" <td>177</td>\n", " <td>321</td>\n",
" <td>177</td>\n", " <td>321</td>\n",
" <td>177</td>\n", " <td>321</td>\n",
" <td>177</td>\n", " <td>321</td>\n",
" <td>177</td>\n", " <td>321</td>\n",
" <td>168</td>\n", " <td>308</td>\n",
" <td>177</td>\n", " <td>321</td>\n",
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
...@@ -243,24 +244,24 @@ ...@@ -243,24 +244,24 @@
"text/plain": [ "text/plain": [
" SECURITYID FDNAME SNAMECOMP FSYMBOL FDNATURE INVESTSTYLE \\\n", " SECURITYID FDNAME SNAMECOMP FSYMBOL FDNATURE INVESTSTYLE \\\n",
"股票型（子类） \n", "股票型（子类） \n",
"增强指数型基金 54 54 39 54 54 54 \n", "增强指数型基金 63 63 45 63 63 63 \n",
"普通股票型基金 199 199 57 199 199 199 \n", "普通股票型基金 205 205 60 205 205 205 \n",
"港股通股票型基金 13 13 9 13 13 13 \n", "港股通股票型基金 19 19 12 19 19 19 \n",
"被动指数型基金 177 177 160 177 177 177 \n", "被动指数型基金 321 321 198 321 321 321 \n",
"\n", "\n",
" L1CODE L1NAME L2CODE L2NAME L3CODE L3NAME EQUITYINVERTO \\\n", " L1CODE L1NAME L2CODE L2NAME L3CODE L3NAME EQUITYINVERTO \\\n",
"股票型（子类） \n", "股票型（子类） \n",
"增强指数型基金 54 54 54 54 54 54 53 \n", "增强指数型基金 63 63 63 63 63 63 60 \n",
"普通股票型基金 199 199 199 199 199 199 199 \n", "普通股票型基金 205 205 205 205 205 205 204 \n",
"港股通股票型基金 13 13 13 13 13 13 13 \n", "港股通股票型基金 19 19 19 19 19 19 19 \n",
"被动指数型基金 177 177 177 177 177 177 168 \n", "被动指数型基金 321 321 321 321 321 321 308 \n",
"\n", "\n",
" ACCNETMKTCAP \n", " ACCNETMKTCAP \n",
"股票型（子类） \n", "股票型（子类） \n",
"增强指数型基金 54 \n", "增强指数型基金 63 \n",
"普通股票型基金 199 \n", "普通股票型基金 205 \n",
"港股通股票型基金 13 \n", "港股通股票型基金 19 \n",
"被动指数型基金 177 " "被动指数型基金 321 "
] ]
}, },
"execution_count": 7, "execution_count": 7,
...@@ -318,24 +319,6 @@ ...@@ -318,24 +319,6 @@
" </thead>\n", " </thead>\n",
" <tbody>\n", " <tbody>\n",
" <tr>\n", " <tr>\n",
" <th>0</th>\n",
" <td>1030000009</td>\n",
" <td>华夏全球精选股票型证券投资基金</td>\n",
" <td>None</td>\n",
" <td>000041</td>\n",
" <td>证券投资基金</td>\n",
" <td>积极成长型</td>\n",
" <td>6</td>\n",
" <td>QDII基金</td>\n",
" <td>6.1</td>\n",
" <td>QDII股票基金</td>\n",
" <td>6.1.8</td>\n",
" <td>QDII股票型基金</td>\n",
" <td>85.839167</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1</th>\n", " <th>1</th>\n",
" <td>1030000030</td>\n", " <td>1030000030</td>\n",
" <td>国泰沪深300指数证券投资基金</td>\n", " <td>国泰沪深300指数证券投资基金</td>\n",
...@@ -408,7 +391,7 @@ ...@@ -408,7 +391,7 @@
" <td>增强指数型基金</td>\n", " <td>增强指数型基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>439</th>\n", " <th>666</th>\n",
" <td>1030000136</td>\n", " <td>1030000136</td>\n",
" <td>融通深证100指数证券投资基金</td>\n", " <td>融通深证100指数证券投资基金</td>\n",
" <td>融通深证100指数</td>\n", " <td>融通深证100指数</td>\n",
...@@ -426,7 +409,7 @@ ...@@ -426,7 +409,7 @@
" <td>增强指数型基金</td>\n", " <td>增强指数型基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>451</th>\n", " <th>690</th>\n",
" <td>1030000149</td>\n", " <td>1030000149</td>\n",
" <td>泰达宏利首选企业股票型证券投资基金</td>\n", " <td>泰达宏利首选企业股票型证券投资基金</td>\n",
" <td>None</td>\n", " <td>None</td>\n",
...@@ -444,7 +427,7 @@ ...@@ -444,7 +427,7 @@
" <td>普通股票型基金</td>\n", " <td>普通股票型基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>443</th>\n", " <th>674</th>\n",
" <td>1030000159</td>\n", " <td>1030000159</td>\n",
" <td>银华-道琼斯88精选证券投资基金</td>\n", " <td>银华-道琼斯88精选证券投资基金</td>\n",
" <td>None</td>\n", " <td>None</td>\n",
...@@ -462,25 +445,7 @@ ...@@ -462,25 +445,7 @@
" <td>增强指数型基金</td>\n", " <td>增强指数型基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>419</th>\n", " <th>687</th>\n",
" <td>1030000166</td>\n",
" <td>银华全球核心优选证券投资基金</td>\n",
" <td>None</td>\n",
" <td>183001</td>\n",
" <td>FOF</td>\n",
" <td>稳健成长型</td>\n",
" <td>6</td>\n",
" <td>QDII基金</td>\n",
" <td>6.1</td>\n",
" <td>QDII股票基金</td>\n",
" <td>6.1.8</td>\n",
" <td>QDII股票型基金</td>\n",
" <td>14.047500</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>450</th>\n",
" <td>1030000168</td>\n", " <td>1030000168</td>\n",
" <td>长城久泰沪深300指数证券投资基金</td>\n", " <td>长城久泰沪深300指数证券投资基金</td>\n",
" <td>长城久泰沪深300指数</td>\n", " <td>长城久泰沪深300指数</td>\n",
...@@ -498,25 +463,7 @@ ...@@ -498,25 +463,7 @@
" <td>增强指数型基金</td>\n", " <td>增强指数型基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>417</th>\n", " <th>831</th>\n",
" <td>1030000184</td>\n",
" <td>南方全球精选配置证券投资基金</td>\n",
" <td>None</td>\n",
" <td>202801</td>\n",
" <td>FOF</td>\n",
" <td>增值型</td>\n",
" <td>6</td>\n",
" <td>QDII基金</td>\n",
" <td>6.1</td>\n",
" <td>QDII股票基金</td>\n",
" <td>6.1.8</td>\n",
" <td>QDII股票型基金</td>\n",
" <td>30.587500</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>494</th>\n",
" <td>1030000245</td>\n", " <td>1030000245</td>\n",
" <td>申万菱信沪深300指数增强型证券投资基金</td>\n", " <td>申万菱信沪深300指数增强型证券投资基金</td>\n",
" <td>申万菱信沪深300指数增强</td>\n", " <td>申万菱信沪深300指数增强</td>\n",
...@@ -534,7 +481,7 @@ ...@@ -534,7 +481,7 @@
" <td>增强指数型基金</td>\n", " <td>增强指数型基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>473</th>\n", " <th>757</th>\n",
" <td>1030000258</td>\n", " <td>1030000258</td>\n",
" <td>兴全全球视野股票型证券投资基金</td>\n", " <td>兴全全球视野股票型证券投资基金</td>\n",
" <td>None</td>\n", " <td>None</td>\n",
...@@ -552,7 +499,7 @@ ...@@ -552,7 +499,7 @@
" <td>普通股票型基金</td>\n", " <td>普通股票型基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>489</th>\n", " <th>815</th>\n",
" <td>1030000264</td>\n", " <td>1030000264</td>\n",
" <td>光大保德信量化核心证券投资基金</td>\n", " <td>光大保德信量化核心证券投资基金</td>\n",
" <td>None</td>\n", " <td>None</td>\n",
...@@ -570,25 +517,7 @@ ...@@ -570,25 +517,7 @@
" <td>普通股票型基金</td>\n", " <td>普通股票型基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>426</th>\n", " <th>567</th>\n",
" <td>1030000317</td>\n",
" <td>工银瑞信中国机会全球配置股票型证券投资基金</td>\n",
" <td>工银全球股票(QDII)</td>\n",
" <td>486001</td>\n",
" <td>证券投资基金</td>\n",
" <td>积极成长型</td>\n",
" <td>6</td>\n",
" <td>QDII基金</td>\n",
" <td>6.1</td>\n",
" <td>QDII股票基金</td>\n",
" <td>6.1.8</td>\n",
" <td>QDII股票型基金</td>\n",
" <td>93.107500</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>438</th>\n",
" <td>1030000340</td>\n", " <td>1030000340</td>\n",
" <td>长盛中证100指数证券投资基金</td>\n", " <td>长盛中证100指数证券投资基金</td>\n",
" <td>None</td>\n", " <td>None</td>\n",
...@@ -606,7 +535,7 @@ ...@@ -606,7 +535,7 @@
" <td>被动指数型基金</td>\n", " <td>被动指数型基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>455</th>\n", " <th>696</th>\n",
" <td>1030000342</td>\n", " <td>1030000342</td>\n",
" <td>万家180指数证券投资基金</td>\n", " <td>万家180指数证券投资基金</td>\n",
" <td>None</td>\n", " <td>None</td>\n",
...@@ -624,7 +553,7 @@ ...@@ -624,7 +553,7 @@
" <td>被动指数型基金</td>\n", " <td>被动指数型基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>437</th>\n", " <th>555</th>\n",
" <td>1030000345</td>\n", " <td>1030000345</td>\n",
" <td>大成沪深300指数证券投资基金</td>\n", " <td>大成沪深300指数证券投资基金</td>\n",
" <td>大成沪深300指数</td>\n", " <td>大成沪深300指数</td>\n",
...@@ -642,24 +571,6 @@ ...@@ -642,24 +571,6 @@
" <td>被动指数型基金</td>\n", " <td>被动指数型基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>430</th>\n",
" <td>1030000521</td>\n",
" <td>南方中证100指数证券投资基金</td>\n",
" <td>南方中证100指数</td>\n",
" <td>202211</td>\n",
" <td>证券投资基金</td>\n",
" <td>指数型</td>\n",
" <td>2</td>\n",
" <td>混合基金</td>\n",
" <td>2.5</td>\n",
" <td>保本型基金</td>\n",
" <td>2.5.1</td>\n",
" <td>保本型基金</td>\n",
" <td>90.970833</td>\n",
" <td>0.0</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" <tr>\n",
" <th>5</th>\n", " <th>5</th>\n",
" <td>1030000540</td>\n", " <td>1030000540</td>\n",
" <td>富国中证红利指数增强型证券投资基金</td>\n", " <td>富国中证红利指数增强型证券投资基金</td>\n",
...@@ -677,76 +588,166 @@ ...@@ -677,76 +588,166 @@
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>增强指数型基金</td>\n", " <td>增强指数型基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n",
" <th>872</th>\n",
" <td>1030000560</td>\n",
" <td>工银瑞信沪深300指数证券投资基金</td>\n",
" <td>工银沪深300指数</td>\n",
" <td>481009</td>\n",
" <td>证券投资基金</td>\n",
" <td>指数型</td>\n",
" <td>1</td>\n",
" <td>股票基金</td>\n",
" <td>1.2</td>\n",
" <td>指数股票型基金</td>\n",
" <td>1.2.1</td>\n",
" <td>标准指数股票型基金</td>\n",
" <td>94.313333</td>\n",
" <td>0.0</td>\n",
" <td>被动指数型基金</td>\n",
" </tr>\n",
" <tr>\n",
" <th>942</th>\n",
" <td>1030000628</td>\n",
" <td>汇丰晋信大盘股票型证券投资基金</td>\n",
" <td>汇丰晋信大盘股票</td>\n",
" <td>540006</td>\n",
" <td>证券投资基金</td>\n",
" <td>稳健成长型</td>\n",
" <td>1</td>\n",
" <td>股票基金</td>\n",
" <td>1.1</td>\n",
" <td>标准股票型基金</td>\n",
" <td>1.1.1</td>\n",
" <td>标准股票型基金</td>\n",
" <td>92.751667</td>\n",
" <td>0.0</td>\n",
" <td>普通股票型基金</td>\n",
" </tr>\n",
" <tr>\n",
" <th>859</th>\n",
" <td>1030000633</td>\n",
" <td>汇添富上证综合指数证券投资基金</td>\n",
" <td>None</td>\n",
" <td>470007</td>\n",
" <td>证券投资基金</td>\n",
" <td>指数型</td>\n",
" <td>1</td>\n",
" <td>股票基金</td>\n",
" <td>1.2</td>\n",
" <td>指数股票型基金</td>\n",
" <td>1.2.1</td>\n",
" <td>标准指数股票型基金</td>\n",
" <td>94.427500</td>\n",
" <td>0.0</td>\n",
" <td>被动指数型基金</td>\n",
" </tr>\n",
" <tr>\n",
" <th>842</th>\n",
" <td>1030000667</td>\n",
" <td>中银中证100指数增强型证券投资基金</td>\n",
" <td>None</td>\n",
" <td>163808</td>\n",
" <td>证券投资基金</td>\n",
" <td>指数型</td>\n",
" <td>1</td>\n",
" <td>股票基金</td>\n",
" <td>1.2</td>\n",
" <td>指数股票型基金</td>\n",
" <td>1.2.2</td>\n",
" <td>增强指数股票型基金</td>\n",
" <td>92.586667</td>\n",
" <td>0.0</td>\n",
" <td>增强指数型基金</td>\n",
" </tr>\n",
" <tr>\n",
" <th>822</th>\n",
" <td>1030000670</td>\n",
" <td>富兰克林国海沪深300指数增强型证券投资基金</td>\n",
" <td>None</td>\n",
" <td>450008</td>\n",
" <td>证券投资基金</td>\n",
" <td>指数型</td>\n",
" <td>1</td>\n",
" <td>股票基金</td>\n",
" <td>1.2</td>\n",
" <td>指数股票型基金</td>\n",
" <td>1.2.2</td>\n",
" <td>增强指数股票型基金</td>\n",
" <td>92.248333</td>\n",
" <td>0.0</td>\n",
" <td>增强指数型基金</td>\n",
" </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
"</div>" "</div>"
], ],
"text/plain": [ "text/plain": [
" SECURITYID FDNAME SNAMECOMP FSYMBOL FDNATURE \\\n", " SECURITYID FDNAME SNAMECOMP FSYMBOL FDNATURE \\\n",
"0 1030000009 华夏全球精选股票型证券投资基金 None 000041 证券投资基金 \n", "1 1030000030 国泰沪深300指数证券投资基金 国泰沪深300指数 020011 证券投资基金 \n",
"1 1030000030 国泰沪深300指数证券投资基金 国泰沪深300指数 020011 证券投资基金 \n", "2 1030000034 华安MSCI中国A股指数增强型证券投资基金 None 040002 证券投资基金 \n",
"2 1030000034 华安MSCI中国A股指数增强型证券投资基金 None 040002 证券投资基金 \n", "3 1030000045 博时裕富沪深300指数证券投资基金 博时沪深300指数 050002 证券投资基金 \n",
"3 1030000045 博时裕富沪深300指数证券投资基金 博时沪深300指数 050002 证券投资基金 \n", "4 1030000096 易方达上证50指数增强型证券投资基金 易方达上证50增强 110003 证券投资基金 \n",
"4 1030000096 易方达上证50指数增强型证券投资基金 易方达上证50增强 110003 证券投资基金 \n", "666 1030000136 融通深证100指数证券投资基金 融通深证100指数 161604 证券投资基金 \n",
"439 1030000136 融通深证100指数证券投资基金 融通深证100指数 161604 证券投资基金 \n", "690 1030000149 泰达宏利首选企业股票型证券投资基金 None 162208 证券投资基金 \n",
"451 1030000149 泰达宏利首选企业股票型证券投资基金 None 162208 证券投资基金 \n", "674 1030000159 银华-道琼斯88精选证券投资基金 None 180003 证券投资基金 \n",
"443 1030000159 银华-道琼斯88精选证券投资基金 None 180003 证券投资基金 \n", "687 1030000168 长城久泰沪深300指数证券投资基金 长城久泰沪深300指数 200002 证券投资基金 \n",
"419 1030000166 银华全球核心优选证券投资基金 None 183001 FOF \n", "831 1030000245 申万菱信沪深300指数增强型证券投资基金 申万菱信沪深300指数增强 310318 证券投资基金 \n",
"450 1030000168 长城久泰沪深300指数证券投资基金 长城久泰沪深300指数 200002 证券投资基金 \n", "757 1030000258 兴全全球视野股票型证券投资基金 None 340006 证券投资基金 \n",
"417 1030000184 南方全球精选配置证券投资基金 None 202801 FOF \n", "815 1030000264 光大保德信量化核心证券投资基金 None 360001 证券投资基金 \n",
"494 1030000245 申万菱信沪深300指数增强型证券投资基金 申万菱信沪深300指数增强 310318 证券投资基金 \n", "567 1030000340 长盛中证100指数证券投资基金 None 519100 证券投资基金 \n",
"473 1030000258 兴全全球视野股票型证券投资基金 None 340006 证券投资基金 \n", "696 1030000342 万家180指数证券投资基金 None 519180 证券投资基金 \n",
"489 1030000264 光大保德信量化核心证券投资基金 None 360001 证券投资基金 \n", "555 1030000345 大成沪深300指数证券投资基金 大成沪深300指数 519300 证券投资基金 \n",
"426 1030000317 工银瑞信中国机会全球配置股票型证券投资基金 工银全球股票(QDII) 486001 证券投资基金 \n", "5 1030000540 富国中证红利指数增强型证券投资基金 富国中证红利指数增强 100032 证券投资基金 \n",
"438 1030000340 长盛中证100指数证券投资基金 None 519100 证券投资基金 \n", "872 1030000560 工银瑞信沪深300指数证券投资基金 工银沪深300指数 481009 证券投资基金 \n",
"455 1030000342 万家180指数证券投资基金 None 519180 证券投资基金 \n", "942 1030000628 汇丰晋信大盘股票型证券投资基金 汇丰晋信大盘股票 540006 证券投资基金 \n",
"437 1030000345 大成沪深300指数证券投资基金 大成沪深300指数 519300 证券投资基金 \n", "859 1030000633 汇添富上证综合指数证券投资基金 None 470007 证券投资基金 \n",
"430 1030000521 南方中证100指数证券投资基金 南方中证100指数 202211 证券投资基金 \n", "842 1030000667 中银中证100指数增强型证券投资基金 None 163808 证券投资基金 \n",
"5 1030000540 富国中证红利指数增强型证券投资基金 富国中证红利指数增强 100032 证券投资基金 \n", "822 1030000670 富兰克林国海沪深300指数增强型证券投资基金 None 450008 证券投资基金 \n",
"\n", "\n",
" INVESTSTYLE L1CODE L1NAME L2CODE L2NAME L3CODE L3NAME \\\n", " INVESTSTYLE L1CODE L1NAME L2CODE L2NAME L3CODE L3NAME \\\n",
"0 积极成长型 6 QDII基金 6.1 QDII股票基金 6.1.8 QDII股票型基金 \n", "1 指数型 1 股票基金 1.2 指数股票型基金 1.2.1 标准指数股票型基金 \n",
"1 指数型 1 股票基金 1.2 指数股票型基金 1.2.1 标准指数股票型基金 \n", "2 指数型 1 股票基金 1.2 指数股票型基金 1.2.2 增强指数股票型基金 \n",
"2 指数型 1 股票基金 1.2 指数股票型基金 1.2.2 增强指数股票型基金 \n", "3 指数型 1 股票基金 1.2 指数股票型基金 1.2.1 标准指数股票型基金 \n",
"3 指数型 1 股票基金 1.2 指数股票型基金 1.2.1 标准指数股票型基金 \n", "4 指数型 1 股票基金 1.2 指数股票型基金 1.2.2 增强指数股票型基金 \n",
"4 指数型 1 股票基金 1.2 指数股票型基金 1.2.2 增强指数股票型基金 \n", "666 指数型 1 股票基金 1.2 指数股票型基金 1.2.2 增强指数股票型基金 \n",
"439 指数型 1 股票基金 1.2 指数股票型基金 1.2.2 增强指数股票型基金 \n", "690 增值型 1 股票基金 1.1 标准股票型基金 1.1.1 标准股票型基金 \n",
"451 增值型 1 股票基金 1.1 标准股票型基金 1.1.1 标准股票型基金 \n", "674 指数型 1 股票基金 1.2 指数股票型基金 1.2.2 增强指数股票型基金 \n",
"443 指数型 1 股票基金 1.2 指数股票型基金 1.2.2 增强指数股票型基金 \n", "687 指数型 1 股票基金 1.2 指数股票型基金 1.2.2 增强指数股票型基金 \n",
"419 稳健成长型 6 QDII基金 6.1 QDII股票基金 6.1.8 QDII股票型基金 \n", "831 指数型 1 股票基金 1.2 指数股票型基金 1.2.2 增强指数股票型基金 \n",
"450 指数型 1 股票基金 1.2 指数股票型基金 1.2.2 增强指数股票型基金 \n", "757 成长型 1 股票基金 1.1 标准股票型基金 1.1.1 标准股票型基金 \n",
"417 增值型 6 QDII基金 6.1 QDII股票基金 6.1.8 QDII股票型基金 \n", "815 稳健成长型 1 股票基金 1.1 标准股票型基金 1.1.1 标准股票型基金 \n",
"494 指数型 1 股票基金 1.2 指数股票型基金 1.2.2 增强指数股票型基金 \n", "567 指数型 1 股票基金 1.2 指数股票型基金 1.2.1 标准指数股票型基金 \n",
"473 成长型 1 股票基金 1.1 标准股票型基金 1.1.1 标准股票型基金 \n", "696 指数型 1 股票基金 1.2 指数股票型基金 1.2.1 标准指数股票型基金 \n",
"489 稳健成长型 1 股票基金 1.1 标准股票型基金 1.1.1 标准股票型基金 \n", "555 指数型 1 股票基金 1.2 指数股票型基金 1.2.1 标准指数股票型基金 \n",
"426 积极成长型 6 QDII基金 6.1 QDII股票基金 6.1.8 QDII股票型基金 \n", "5 指数型 1 股票基金 1.2 指数股票型基金 1.2.2 增强指数股票型基金 \n",
"438 指数型 1 股票基金 1.2 指数股票型基金 1.2.1 标准指数股票型基金 \n", "872 指数型 1 股票基金 1.2 指数股票型基金 1.2.1 标准指数股票型基金 \n",
"455 指数型 1 股票基金 1.2 指数股票型基金 1.2.1 标准指数股票型基金 \n", "942 稳健成长型 1 股票基金 1.1 标准股票型基金 1.1.1 标准股票型基金 \n",
"437 指数型 1 股票基金 1.2 指数股票型基金 1.2.1 标准指数股票型基金 \n", "859 指数型 1 股票基金 1.2 指数股票型基金 1.2.1 标准指数股票型基金 \n",
"430 指数型 2 混合基金 2.5 保本型基金 2.5.1 保本型基金 \n", "842 指数型 1 股票基金 1.2 指数股票型基金 1.2.2 增强指数股票型基金 \n",
"5 指数型 1 股票基金 1.2 指数股票型基金 1.2.2 增强指数股票型基金 \n", "822 指数型 1 股票基金 1.2 指数股票型基金 1.2.2 增强指数股票型基金 \n",
"\n", "\n",
" EQUITYINVERTO ACCNETMKTCAP 股票型（子类） \n", " EQUITYINVERTO ACCNETMKTCAP 股票型（子类） \n",
"0 85.839167 0.0 NaN \n",
"1 93.975000 0.0 被动指数型基金 \n", "1 93.975000 0.0 被动指数型基金 \n",
"2 94.049167 0.0 增强指数型基金 \n", "2 94.049167 0.0 增强指数型基金 \n",
"3 93.689167 0.0 被动指数型基金 \n", "3 93.689167 0.0 被动指数型基金 \n",
"4 92.823333 0.0 增强指数型基金 \n", "4 92.823333 0.0 增强指数型基金 \n",
"439 94.824167 0.0 增强指数型基金 \n", "666 94.824167 0.0 增强指数型基金 \n",
"451 93.647500 0.0 普通股票型基金 \n", "690 93.647500 0.0 普通股票型基金 \n",
"443 88.533333 0.0 增强指数型基金 \n", "674 88.533333 0.0 增强指数型基金 \n",
"419 14.047500 0.0 NaN \n", "687 94.545000 0.0 增强指数型基金 \n",
"450 94.545000 0.0 增强指数型基金 \n", "831 91.097500 0.0 增强指数型基金 \n",
"417 30.587500 0.0 NaN \n", "757 89.563333 0.0 普通股票型基金 \n",
"494 91.097500 0.0 增强指数型基金 \n", "815 91.365833 0.0 普通股票型基金 \n",
"473 89.563333 0.0 普通股票型基金 \n", "567 94.055000 0.0 被动指数型基金 \n",
"489 91.365833 0.0 普通股票型基金 \n", "696 94.820833 0.0 被动指数型基金 \n",
"426 93.107500 0.0 NaN \n", "555 93.275000 0.0 被动指数型基金 \n",
"438 94.055000 0.0 被动指数型基金 \n", "5 91.570833 0.0 增强指数型基金 \n",
"455 94.820833 0.0 被动指数型基金 \n", "872 94.313333 0.0 被动指数型基金 \n",
"437 93.275000 0.0 被动指数型基金 \n", "942 92.751667 0.0 普通股票型基金 \n",
"430 90.970833 0.0 NaN \n", "859 94.427500 0.0 被动指数型基金 \n",
"5 91.570833 0.0 增强指数型基金 " "842 92.586667 0.0 增强指数型基金 \n",
"822 92.248333 0.0 增强指数型基金 "
] ]
}, },
"execution_count": 8, "execution_count": 8,
...@@ -814,7 +815,7 @@ ...@@ -814,7 +815,7 @@
"name": "stdout", "name": "stdout",
"output_type": "stream", "output_type": "stream",
"text": [ "text": [
"Wall time: 8.84 s\n" "Wall time: 9.52 s\n"
] ]
}, },
{ {
...@@ -874,71 +875,71 @@ ...@@ -874,71 +875,71 @@
" <tbody>\n", " <tbody>\n",
" <tr>\n", " <tr>\n",
" <th>增强指数型基金</th>\n", " <th>增强指数型基金</th>\n",
" <td>54</td>\n", " <td>63</td>\n",
" <td>54</td>\n", " <td>63</td>\n",
" <td>39</td>\n", " <td>45</td>\n",
" <td>54</td>\n", " <td>63</td>\n",
" <td>54</td>\n", " <td>63</td>\n",
" <td>54</td>\n", " <td>63</td>\n",
" <td>54</td>\n", " <td>63</td>\n",
" <td>54</td>\n", " <td>63</td>\n",
" <td>54</td>\n", " <td>63</td>\n",
" <td>54</td>\n", " <td>63</td>\n",
" <td>54</td>\n", " <td>63</td>\n",
" <td>54</td>\n", " <td>63</td>\n",
" <td>53</td>\n", " <td>60</td>\n",
" <td>54</td>\n", " <td>63</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>普通股票型基金</th>\n", " <th>普通股票型基金</th>\n",
" <td>199</td>\n", " <td>205</td>\n",
" <td>199</td>\n", " <td>205</td>\n",
" <td>57</td>\n", " <td>60</td>\n",
" <td>199</td>\n", " <td>205</td>\n",
" <td>199</td>\n", " <td>205</td>\n",
" <td>199</td>\n", " <td>205</td>\n",
" <td>199</td>\n", " <td>205</td>\n",
" <td>199</td>\n", " <td>205</td>\n",
" <td>199</td>\n", " <td>205</td>\n",
" <td>199</td>\n", " <td>205</td>\n",
" <td>199</td>\n", " <td>205</td>\n",
" <td>199</td>\n", " <td>205</td>\n",
" <td>199</td>\n", " <td>204</td>\n",
" <td>199</td>\n", " <td>205</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>港股通股票型基金</th>\n", " <th>港股通股票型基金</th>\n",
" <td>13</td>\n", " <td>19</td>\n",
" <td>13</td>\n", " <td>19</td>\n",
" <td>9</td>\n", " <td>12</td>\n",
" <td>13</td>\n", " <td>19</td>\n",
" <td>13</td>\n", " <td>19</td>\n",
" <td>13</td>\n", " <td>19</td>\n",
" <td>13</td>\n", " <td>19</td>\n",
" <td>13</td>\n", " <td>19</td>\n",
" <td>13</td>\n", " <td>19</td>\n",
" <td>13</td>\n", " <td>19</td>\n",
" <td>13</td>\n", " <td>19</td>\n",
" <td>13</td>\n", " <td>19</td>\n",
" <td>13</td>\n", " <td>19</td>\n",
" <td>13</td>\n", " <td>19</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>被动指数型基金</th>\n", " <th>被动指数型基金</th>\n",
" <td>177</td>\n", " <td>321</td>\n",
" <td>177</td>\n", " <td>321</td>\n",
" <td>160</td>\n", " <td>198</td>\n",
" <td>177</td>\n", " <td>321</td>\n",
" <td>177</td>\n", " <td>321</td>\n",
" <td>177</td>\n", " <td>321</td>\n",
" <td>177</td>\n", " <td>321</td>\n",
" <td>177</td>\n", " <td>321</td>\n",
" <td>177</td>\n", " <td>321</td>\n",
" <td>177</td>\n", " <td>321</td>\n",
" <td>177</td>\n", " <td>321</td>\n",
" <td>177</td>\n", " <td>321</td>\n",
" <td>168</td>\n", " <td>308</td>\n",
" <td>177</td>\n", " <td>321</td>\n",
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
...@@ -947,24 +948,24 @@ ...@@ -947,24 +948,24 @@
"text/plain": [ "text/plain": [
" SECURITYID FDNAME SNAMECOMP FSYMBOL FDNATURE INVESTSTYLE \\\n", " SECURITYID FDNAME SNAMECOMP FSYMBOL FDNATURE INVESTSTYLE \\\n",
"股票型（子类） \n", "股票型（子类） \n",
"增强指数型基金 54 54 39 54 54 54 \n", "增强指数型基金 63 63 45 63 63 63 \n",
"普通股票型基金 199 199 57 199 199 199 \n", "普通股票型基金 205 205 60 205 205 205 \n",
"港股通股票型基金 13 13 9 13 13 13 \n", "港股通股票型基金 19 19 12 19 19 19 \n",
"被动指数型基金 177 177 160 177 177 177 \n", "被动指数型基金 321 321 198 321 321 321 \n",
"\n", "\n",
" L1CODE L1NAME L2CODE L2NAME L3CODE L3NAME EQUITYINVERTO \\\n", " L1CODE L1NAME L2CODE L2NAME L3CODE L3NAME EQUITYINVERTO \\\n",
"股票型（子类） \n", "股票型（子类） \n",
"增强指数型基金 54 54 54 54 54 54 53 \n", "增强指数型基金 63 63 63 63 63 63 60 \n",
"普通股票型基金 199 199 199 199 199 199 199 \n", "普通股票型基金 205 205 205 205 205 205 204 \n",
"港股通股票型基金 13 13 13 13 13 13 13 \n", "港股通股票型基金 19 19 19 19 19 19 19 \n",
"被动指数型基金 177 177 177 177 177 177 168 \n", "被动指数型基金 321 321 321 321 321 321 308 \n",
"\n", "\n",
" ACCNETMKTCAP \n", " ACCNETMKTCAP \n",
"股票型（子类） \n", "股票型（子类） \n",
"增强指数型基金 54 \n", "增强指数型基金 63 \n",
"普通股票型基金 199 \n", "普通股票型基金 205 \n",
"港股通股票型基金 13 \n", "港股通股票型基金 19 \n",
"被动指数型基金 177 " "被动指数型基金 321 "
] ]
}, },
"execution_count": 10, "execution_count": 10,
...@@ -989,25 +990,25 @@ ...@@ -989,25 +990,25 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 11, "execution_count": 12,
"id": "cf8394c6-c0d2-4c28-a803-7597fbebadb2", "id": "cf8394c6-c0d2-4c28-a803-7597fbebadb2",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
"# 我们只计算指数的每日收益\n", "# 我们只计算指数的每日收益\n",
"# 在确定指数的基准日之后，可以直接使用收益计算指数的值。\n", "# 在确定指数的基准日之后，可以直接使用收益计算指数的值。\n",
"# 使用 TQ_FD_DERIVEDN 获取基金的净值情况\n", "# 使用 fd_qtfdnav 获取基金的净值情况\n",
"\n", "\n",
"start_dt = \"2015-01-31\"\n", "start_dt = \"2015-01-31\"\n",
"final_trade_dt = \"2021-11-09\"\n", "final_trade_dt = \"2021-11-09\"\n",
"nav_type = \"ACCUNITNAV\"\n", "nav_type = \"REPAIRUNITNAV\"\n",
"\n", "\n",
"rebalance_dates = [d.strftime(\"%Y%m%d\") for d in makeSchedule(start_dt, final_trade_dt, tenor=\"3M\", calendar=\"china.sse\", dateRule=BizDayConventions.ModifiedFollowing)]" "rebalance_dates = [d.strftime(\"%Y%m%d\") for d in makeSchedule(start_dt, final_trade_dt, tenor=\"3M\", calendar=\"china.sse\", dateRule=BizDayConventions.ModifiedFollowing)]"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 12, "execution_count": 13,
"id": "66cdd0ee-91e1-42eb-9b04-f958c9286ba7", "id": "66cdd0ee-91e1-42eb-9b04-f958c9286ba7",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -1065,7 +1066,7 @@ ...@@ -1065,7 +1066,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 13, "execution_count": 14,
"id": "82b9db84-2b77-4311-a232-48bc03dd6d81", "id": "82b9db84-2b77-4311-a232-48bc03dd6d81",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -1076,7 +1077,7 @@ ...@@ -1076,7 +1077,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 14, "execution_count": 15,
"id": "a6f34c58-5c01-4c27-b206-60efcf35302e", "id": "a6f34c58-5c01-4c27-b206-60efcf35302e",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -1117,199 +1118,199 @@ ...@@ -1117,199 +1118,199 @@
" <tbody>\n", " <tbody>\n",
" <tr>\n", " <tr>\n",
" <th>20150430</th>\n", " <th>20150430</th>\n",
" <td>0.326410</td>\n", " <td>0.373081</td>\n",
" <td>0.392626</td>\n", " <td>0.443655</td>\n",
" <td>0.120673</td>\n", " <td>0.125148</td>\n",
" <td>0.356425</td>\n", " <td>0.399033</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20150731</th>\n", " <th>20150731</th>\n",
" <td>-0.125821</td>\n", " <td>-0.150522</td>\n",
" <td>-0.115242</td>\n", " <td>-0.127187</td>\n",
" <td>NaN</td>\n", " <td>-0.111623</td>\n",
" <td>-0.127597</td>\n", " <td>-0.159062</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20151030</th>\n", " <th>20151030</th>\n",
" <td>-0.054703</td>\n", " <td>-0.062868</td>\n",
" <td>-0.000292</td>\n", " <td>0.000199</td>\n",
" <td>NaN</td>\n", " <td>-0.058962</td>\n",
" <td>-0.052440</td>\n", " <td>-0.064587</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20160129</th>\n", " <th>20160129</th>\n",
" <td>-0.132068</td>\n", " <td>-0.154214</td>\n",
" <td>-0.169489</td>\n", " <td>-0.172297</td>\n",
" <td>NaN</td>\n", " <td>-0.100790</td>\n",
" <td>-0.157568</td>\n", " <td>-0.177011</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20160429</th>\n", " <th>20160429</th>\n",
" <td>0.077514</td>\n", " <td>0.088368</td>\n",
" <td>0.099610</td>\n", " <td>0.101380</td>\n",
" <td>NaN</td>\n", " <td>0.059279</td>\n",
" <td>0.077030</td>\n", " <td>0.084537</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20160729</th>\n", " <th>20160729</th>\n",
" <td>0.041355</td>\n", " <td>0.047092</td>\n",
" <td>0.054757</td>\n", " <td>0.055730</td>\n",
" <td>0.000000</td>\n", " <td>0.038617</td>\n",
" <td>0.032574</td>\n", " <td>0.037961</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20161031</th>\n", " <th>20161031</th>\n",
" <td>0.037233</td>\n", " <td>0.041936</td>\n",
" <td>0.036699</td>\n", " <td>0.035465</td>\n",
" <td>0.033208</td>\n", " <td>0.041392</td>\n",
" <td>0.032171</td>\n", " <td>0.036679</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20170126</th>\n", " <th>20170126</th>\n",
" <td>-0.000845</td>\n", " <td>0.000413</td>\n",
" <td>-0.034765</td>\n", " <td>-0.035175</td>\n",
" <td>0.032578</td>\n", " <td>0.032578</td>\n",
" <td>-0.016280</td>\n", " <td>-0.015172</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20170428</th>\n", " <th>20170428</th>\n",
" <td>0.016505</td>\n", " <td>0.017795</td>\n",
" <td>0.033313</td>\n", " <td>0.033252</td>\n",
" <td>0.079169</td>\n", " <td>0.079169</td>\n",
" <td>0.002290</td>\n", " <td>0.005582</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20170731</th>\n", " <th>20170731</th>\n",
" <td>0.069742</td>\n", " <td>0.075612</td>\n",
" <td>0.047435</td>\n", " <td>0.048059</td>\n",
" <td>0.098230</td>\n", " <td>0.088230</td>\n",
" <td>0.045168</td>\n", " <td>0.049321</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20171031</th>\n", " <th>20171031</th>\n",
" <td>0.056767</td>\n", " <td>0.064314</td>\n",
" <td>0.086812</td>\n", " <td>0.087615</td>\n",
" <td>0.048476</td>\n", " <td>0.046405</td>\n",
" <td>0.047590</td>\n", " <td>0.059791</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20180131</th>\n", " <th>20180131</th>\n",
" <td>0.033199</td>\n", " <td>0.035647</td>\n",
" <td>0.000486</td>\n", " <td>0.000829</td>\n",
" <td>0.066012</td>\n", " <td>0.073874</td>\n",
" <td>-0.003070</td>\n", " <td>-0.001129</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20180427</th>\n", " <th>20180427</th>\n",
" <td>-0.082644</td>\n", " <td>-0.090244</td>\n",
" <td>-0.054609</td>\n", " <td>-0.055925</td>\n",
" <td>-0.083867</td>\n", " <td>-0.085842</td>\n",
" <td>-0.063916</td>\n", " <td>-0.071061</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20180731</th>\n", " <th>20180731</th>\n",
" <td>-0.044194</td>\n", " <td>-0.049883</td>\n",
" <td>-0.056960</td>\n", " <td>-0.058483</td>\n",
" <td>-0.007577</td>\n", " <td>-0.005988</td>\n",
" <td>-0.065339</td>\n", " <td>-0.076560</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20181031</th>\n", " <th>20181031</th>\n",
" <td>-0.110353</td>\n", " <td>-0.125866</td>\n",
" <td>-0.149433</td>\n", " <td>-0.154136</td>\n",
" <td>-0.139360</td>\n", " <td>-0.127595</td>\n",
" <td>-0.105873</td>\n", " <td>-0.128107</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20190131</th>\n", " <th>20190131</th>\n",
" <td>0.006840</td>\n", " <td>0.006905</td>\n",
" <td>0.017157</td>\n", " <td>0.017684</td>\n",
" <td>0.041091</td>\n", " <td>0.041945</td>\n",
" <td>-0.001687</td>\n", " <td>-0.004369</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20190430</th>\n", " <th>20190430</th>\n",
" <td>0.201311</td>\n", " <td>0.227508</td>\n",
" <td>0.225688</td>\n", " <td>0.234431</td>\n",
" <td>0.096962</td>\n", " <td>0.095237</td>\n",
" <td>0.190603</td>\n", " <td>0.233205</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20190731</th>\n", " <th>20190731</th>\n",
" <td>-0.002981</td>\n", " <td>-0.002496</td>\n",
" <td>0.016860</td>\n", " <td>0.017587</td>\n",
" <td>-0.013313</td>\n", " <td>-0.016089</td>\n",
" <td>-0.012603</td>\n", " <td>-0.017759</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20191031</th>\n", " <th>20191031</th>\n",
" <td>0.020587</td>\n", " <td>0.027008</td>\n",
" <td>0.069805</td>\n", " <td>0.071705</td>\n",
" <td>0.029064</td>\n", " <td>0.026100</td>\n",
" <td>0.017692</td>\n", " <td>0.020312</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20200123</th>\n", " <th>20200123</th>\n",
" <td>0.055195</td>\n", " <td>0.063628</td>\n",
" <td>0.119991</td>\n", " <td>0.122061</td>\n",
" <td>0.046086</td>\n", " <td>0.042807</td>\n",
" <td>0.065955</td>\n", " <td>0.072618</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20200430</th>\n", " <th>20200430</th>\n",
" <td>0.010377</td>\n", " <td>0.011756</td>\n",
" <td>0.038955</td>\n", " <td>0.039897</td>\n",
" <td>-0.044135</td>\n", " <td>-0.048957</td>\n",
" <td>-0.003890</td>\n", " <td>-0.003653</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20200731</th>\n", " <th>20200731</th>\n",
" <td>0.228676</td>\n", " <td>0.258409</td>\n",
" <td>0.323376</td>\n", " <td>0.332945</td>\n",
" <td>0.222455</td>\n", " <td>0.198965</td>\n",
" <td>0.205336</td>\n", " <td>0.251844</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20201030</th>\n", " <th>20201030</th>\n",
" <td>-0.001362</td>\n", " <td>-0.002921</td>\n",
" <td>0.012023</td>\n", " <td>0.011751</td>\n",
" <td>0.004707</td>\n", " <td>-0.006524</td>\n",
" <td>-0.014052</td>\n", " <td>-0.019297</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20210129</th>\n", " <th>20210129</th>\n",
" <td>0.101343</td>\n", " <td>0.116040</td>\n",
" <td>0.164106</td>\n", " <td>0.168234</td>\n",
" <td>0.181915</td>\n", " <td>0.167749</td>\n",
" <td>0.091726</td>\n", " <td>0.094980</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20210430</th>\n", " <th>20210430</th>\n",
" <td>-0.013017</td>\n", " <td>-0.014573</td>\n",
" <td>-0.014452</td>\n", " <td>-0.014832</td>\n",
" <td>0.001314</td>\n", " <td>0.007898</td>\n",
" <td>-0.017032</td>\n", " <td>-0.015526</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20210730</th>\n", " <th>20210730</th>\n",
" <td>0.004944</td>\n", " <td>-0.002418</td>\n",
" <td>0.082310</td>\n", " <td>0.082477</td>\n",
" <td>-0.046534</td>\n", " <td>-0.054480</td>\n",
" <td>0.014650</td>\n", " <td>0.014142</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20211029</th>\n", " <th>20211029</th>\n",
" <td>0.026994</td>\n", " <td>0.027797</td>\n",
" <td>0.009639</td>\n", " <td>0.009892</td>\n",
" <td>-0.031550</td>\n", " <td>-0.025261</td>\n",
" <td>0.017106</td>\n", " <td>0.024830</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20211109</th>\n", " <th>20211109</th>\n",
" <td>-0.006897</td>\n", " <td>-0.007915</td>\n",
" <td>0.003223</td>\n", " <td>0.003170</td>\n",
" <td>-0.013295</td>\n", " <td>-0.015284</td>\n",
" <td>-0.001614</td>\n", " <td>-0.001592</td>\n",
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
...@@ -1318,37 +1319,37 @@ ...@@ -1318,37 +1319,37 @@
"text/plain": [ "text/plain": [
"股票型（子类） 增强指数型基金 普通股票型基金 港股通股票型基金 被动指数型基金\n", "股票型（子类） 增强指数型基金 普通股票型基金 港股通股票型基金 被动指数型基金\n",
"level_0 \n", "level_0 \n",
"20150430 0.326410 0.392626 0.120673 0.356425\n", "20150430 0.373081 0.443655 0.125148 0.399033\n",
"20150731 -0.125821 -0.115242 NaN -0.127597\n", "20150731 -0.150522 -0.127187 -0.111623 -0.159062\n",
"20151030 -0.054703 -0.000292 NaN -0.052440\n", "20151030 -0.062868 0.000199 -0.058962 -0.064587\n",
"20160129 -0.132068 -0.169489 NaN -0.157568\n", "20160129 -0.154214 -0.172297 -0.100790 -0.177011\n",
"20160429 0.077514 0.099610 NaN 0.077030\n", "20160429 0.088368 0.101380 0.059279 0.084537\n",
"20160729 0.041355 0.054757 0.000000 0.032574\n", "20160729 0.047092 0.055730 0.038617 0.037961\n",
"20161031 0.037233 0.036699 0.033208 0.032171\n", "20161031 0.041936 0.035465 0.041392 0.036679\n",
"20170126 -0.000845 -0.034765 0.032578 -0.016280\n", "20170126 0.000413 -0.035175 0.032578 -0.015172\n",
"20170428 0.016505 0.033313 0.079169 0.002290\n", "20170428 0.017795 0.033252 0.079169 0.005582\n",
"20170731 0.069742 0.047435 0.098230 0.045168\n", "20170731 0.075612 0.048059 0.088230 0.049321\n",
"20171031 0.056767 0.086812 0.048476 0.047590\n", "20171031 0.064314 0.087615 0.046405 0.059791\n",
"20180131 0.033199 0.000486 0.066012 -0.003070\n", "20180131 0.035647 0.000829 0.073874 -0.001129\n",
"20180427 -0.082644 -0.054609 -0.083867 -0.063916\n", "20180427 -0.090244 -0.055925 -0.085842 -0.071061\n",
"20180731 -0.044194 -0.056960 -0.007577 -0.065339\n", "20180731 -0.049883 -0.058483 -0.005988 -0.076560\n",
"20181031 -0.110353 -0.149433 -0.139360 -0.105873\n", "20181031 -0.125866 -0.154136 -0.127595 -0.128107\n",
"20190131 0.006840 0.017157 0.041091 -0.001687\n", "20190131 0.006905 0.017684 0.041945 -0.004369\n",
"20190430 0.201311 0.225688 0.096962 0.190603\n", "20190430 0.227508 0.234431 0.095237 0.233205\n",
"20190731 -0.002981 0.016860 -0.013313 -0.012603\n", "20190731 -0.002496 0.017587 -0.016089 -0.017759\n",
"20191031 0.020587 0.069805 0.029064 0.017692\n", "20191031 0.027008 0.071705 0.026100 0.020312\n",
"20200123 0.055195 0.119991 0.046086 0.065955\n", "20200123 0.063628 0.122061 0.042807 0.072618\n",
"20200430 0.010377 0.038955 -0.044135 -0.003890\n", "20200430 0.011756 0.039897 -0.048957 -0.003653\n",
"20200731 0.228676 0.323376 0.222455 0.205336\n", "20200731 0.258409 0.332945 0.198965 0.251844\n",
"20201030 -0.001362 0.012023 0.004707 -0.014052\n", "20201030 -0.002921 0.011751 -0.006524 -0.019297\n",
"20210129 0.101343 0.164106 0.181915 0.091726\n", "20210129 0.116040 0.168234 0.167749 0.094980\n",
"20210430 -0.013017 -0.014452 0.001314 -0.017032\n", "20210430 -0.014573 -0.014832 0.007898 -0.015526\n",
"20210730 0.004944 0.082310 -0.046534 0.014650\n", "20210730 -0.002418 0.082477 -0.054480 0.014142\n",
"20211029 0.026994 0.009639 -0.031550 0.017106\n", "20211029 0.027797 0.009892 -0.025261 0.024830\n",
"20211109 -0.006897 0.003223 -0.013295 -0.001614" "20211109 -0.007915 0.003170 -0.015284 -0.001592"
] ]
}, },
"execution_count": 14, "execution_count": 15,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
......
020 混合型基金.ipynb
View file @ 8bb09c9a
...@@ -105,7 +105,8 @@ ...@@ -105,7 +105,8 @@
"df.loc[(~flag) & (df[\"EQUITYINVERTO\"] >= 70), \"混合型（子类）\"] = \"高权益仓位混合型基金\"\n", "df.loc[(~flag) & (df[\"EQUITYINVERTO\"] >= 70), \"混合型（子类）\"] = \"高权益仓位混合型基金\"\n",
"df.loc[((~flag) & (df[\"EQUITYINVERTO\"] >= 50) & (df[\"EQUITYINVERTO\"] < 70)), \"混合型（子类）\"] = \"中高权益仓位混合型基金\"\n", "df.loc[((~flag) & (df[\"EQUITYINVERTO\"] >= 50) & (df[\"EQUITYINVERTO\"] < 70)), \"混合型（子类）\"] = \"中高权益仓位混合型基金\"\n",
"df.loc[((~flag) & (df[\"EQUITYINVERTO\"] >= 30) & (df[\"EQUITYINVERTO\"] < 50)), \"混合型（子类）\"] = \"中权益仓位混合型基金\"\n", "df.loc[((~flag) & (df[\"EQUITYINVERTO\"] >= 30) & (df[\"EQUITYINVERTO\"] < 50)), \"混合型（子类）\"] = \"中权益仓位混合型基金\"\n",
"df.loc[((~flag) & (df[\"EQUITYINVERTO\"] >= 0) & (df[\"EQUITYINVERTO\"] < 30)), \"混合型（子类）\"] = \"低权益仓位混合型基金\"" "df.loc[((~flag) & (df[\"EQUITYINVERTO\"] >= 0) & (df[\"EQUITYINVERTO\"] < 30)), \"混合型（子类）\"] = \"低权益仓位混合型基金\"\n",
"df = df.sort_values(\"SECURITYID\").dropna(subset=[\"混合型（子类）\"])"
] ]
}, },
{ {
...@@ -262,126 +263,126 @@ ...@@ -262,126 +263,126 @@
" <td>...</td>\n", " <td>...</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>175</th>\n", " <th>61</th>\n",
" <td>1030000302</td>\n", " <td>2030000080</td>\n",
" <td>华泰柏瑞积极成长混合型证券投资基金</td>\n", " <td>泰达宏利效率优选混合型证券投资基金(LOF)</td>\n",
" <td>None</td>\n", " <td>None</td>\n",
" <td>460002</td>\n", " <td>162207</td>\n",
" <td>证券投资基金</td>\n", " <td>LOF</td>\n",
" <td>积极成长型</td>\n", " <td>价值投资型</td>\n",
" <td>2</td>\n", " <td>2</td>\n",
" <td>混合基金</td>\n", " <td>混合基金</td>\n",
" <td>2.1</td>\n", " <td>2.1</td>\n",
" <td>偏股型基金</td>\n", " <td>偏股型基金</td>\n",
" <td>2.1.1</td>\n", " <td>2.1.2</td>\n",
" <td>偏股型基金(股票上限95%)</td>\n", " <td>偏股型基金(股票上限80%)</td>\n",
" <td>84.670000</td>\n", " <td>68.766667</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>高权益仓位混合型基金</td>\n", " <td>中高权益仓位混合型基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>176</th>\n", " <th>172</th>\n",
" <td>1030000383</td>\n", " <td>2030000084</td>\n",
" <td>汇丰晋信动态策略混合型证券投资基金</td>\n", " <td>摩根士丹利华鑫资源优选混合型证券投资基金(LOF)</td>\n",
" <td>汇丰晋信动态策略混合</td>\n", " <td>None</td>\n",
" <td>540003</td>\n", " <td>163302</td>\n",
" <td>证券投资基金</td>\n", " <td>LOF</td>\n",
" <td>增值型</td>\n", " <td>稳健成长型</td>\n",
" <td>2</td>\n", " <td>2</td>\n",
" <td>混合基金</td>\n", " <td>混合基金</td>\n",
" <td>2.1</td>\n", " <td>2.1</td>\n",
" <td>偏股型基金</td>\n", " <td>偏股型基金</td>\n",
" <td>2.1.1</td>\n", " <td>2.1.1</td>\n",
" <td>偏股型基金(股票上限95%)</td>\n", " <td>偏股型基金(股票上限95%)</td>\n",
" <td>85.286667</td>\n", " <td>77.436667</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>高权益仓位混合型基金</td>\n", " <td>高权益仓位混合型基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>177</th>\n", " <th>91</th>\n",
" <td>1030000384</td>\n", " <td>2030000085</td>\n",
" <td>汇丰晋信2026生命周期证券投资基金</td>\n", " <td>兴全趋势投资混合型证券投资基金</td>\n",
" <td>None</td>\n", " <td>None</td>\n",
" <td>540004</td>\n", " <td>163402</td>\n",
" <td>证券投资基金</td>\n", " <td>LOF</td>\n",
" <td>稳健成长型</td>\n", " <td>价值投资型</td>\n",
" <td>2</td>\n", " <td>2</td>\n",
" <td>混合基金</td>\n", " <td>混合基金</td>\n",
" <td>2.10</td>\n", " <td>2.1</td>\n",
" <td>其他混合型基金</td>\n", " <td>偏股型基金</td>\n",
" <td>2.10.1</td>\n", " <td>2.1.1</td>\n",
" <td>其他混合型基金</td>\n", " <td>偏股型基金(股票上限95%)</td>\n",
" <td>80.030833</td>\n", " <td>75.867500</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>高权益仓位混合型基金</td>\n", " <td>高权益仓位混合型基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>178</th>\n", " <th>183</th>\n",
" <td>1030000256</td>\n", " <td>2030000087</td>\n",
" <td>兴全可转债混合型证券投资基金</td>\n", " <td>中银中国精选混合型开放式证券投资基金</td>\n",
" <td>None</td>\n", " <td>None</td>\n",
" <td>340001</td>\n", " <td>163801</td>\n",
" <td>证券投资基金</td>\n", " <td>LOF</td>\n",
" <td>收益型</td>\n", " <td>增值型</td>\n",
" <td>2</td>\n", " <td>2</td>\n",
" <td>混合基金</td>\n", " <td>混合基金</td>\n",
" <td>2.4</td>\n", " <td>2.1</td>\n",
" <td>偏债型基金</td>\n", " <td>偏股型基金</td>\n",
" <td>2.4.1</td>\n", " <td>2.1.1</td>\n",
" <td>偏债型基金</td>\n", " <td>偏股型基金(股票上限95%)</td>\n",
" <td>21.677500</td>\n", " <td>68.943333</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>低权益仓位混合型基金</td>\n", " <td>中高权益仓位混合型基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>179</th>\n", " <th>160</th>\n",
" <td>1030000147</td>\n", " <td>2030000302</td>\n",
" <td>泰达宏利风险预算混合型证券投资基金</td>\n", " <td>国投瑞银新兴产业混合型证券投资基金(LOF)</td>\n",
" <td>None</td>\n", " <td>None</td>\n",
" <td>162205</td>\n", " <td>161219</td>\n",
" <td>证券投资基金</td>\n", " <td>LOF</td>\n",
" <td>收益型</td>\n", " <td>稳健成长型</td>\n",
" <td>2</td>\n", " <td>2</td>\n",
" <td>混合基金</td>\n", " <td>混合基金</td>\n",
" <td>2.4</td>\n", " <td>2.2</td>\n",
" <td>偏债型基金</td>\n", " <td>灵活配置型基金</td>\n",
" <td>2.4.1</td>\n", " <td>2.2.2</td>\n",
" <td>偏债型基金</td>\n", " <td>灵活配置型基金(股票上限80%)</td>\n",
" <td>40.380000</td>\n", " <td>72.502500</td>\n",
" <td>0.0</td>\n", " <td>0.0</td>\n",
" <td>中权益仓位混合型基金</td>\n", " <td>高权益仓位混合型基金</td>\n",
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
"<p>180 rows × 15 columns</p>\n", "<p>191 rows × 15 columns</p>\n",
"</div>" "</div>"
], ],
"text/plain": [ "text/plain": [
" SECURITYID FDNAME SNAMECOMP FSYMBOL FDNATURE INVESTSTYLE \\\n", " SECURITYID FDNAME SNAMECOMP FSYMBOL FDNATURE \\\n",
"0 1030000006 华夏成长证券投资基金 None 000001 证券投资基金 成长型 \n", "0 1030000006 华夏成长证券投资基金 None 000001 证券投资基金 \n",
"1 1030000007 华夏大盘精选证券投资基金 华夏大盘精选混合 000011 证券投资基金 增值型 \n", "1 1030000007 华夏大盘精选证券投资基金 华夏大盘精选混合 000011 证券投资基金 \n",
"2 1030000016 华夏回报证券投资基金 华夏回报混合 002001 证券投资基金 收益型 \n", "2 1030000016 华夏回报证券投资基金 华夏回报混合 002001 证券投资基金 \n",
"3 1030000016 华夏回报证券投资基金 华夏回报混合 002001 证券投资基金 收益型 \n", "3 1030000016 华夏回报证券投资基金 华夏回报混合 002001 证券投资基金 \n",
"4 1030000017 华夏红利混合型证券投资基金 None 002011 证券投资基金 分红型 \n", "4 1030000017 华夏红利混合型证券投资基金 None 002011 证券投资基金 \n",
".. ... ... ... ... ... ... \n", ".. ... ... ... ... ... \n",
"175 1030000302 华泰柏瑞积极成长混合型证券投资基金 None 460002 证券投资基金 积极成长型 \n", "61 2030000080 泰达宏利效率优选混合型证券投资基金(LOF) None 162207 LOF \n",
"176 1030000383 汇丰晋信动态策略混合型证券投资基金 汇丰晋信动态策略混合 540003 证券投资基金 增值型 \n", "172 2030000084 摩根士丹利华鑫资源优选混合型证券投资基金(LOF) None 163302 LOF \n",
"177 1030000384 汇丰晋信2026生命周期证券投资基金 None 540004 证券投资基金 稳健成长型 \n", "91 2030000085 兴全趋势投资混合型证券投资基金 None 163402 LOF \n",
"178 1030000256 兴全可转债混合型证券投资基金 None 340001 证券投资基金 收益型 \n", "183 2030000087 中银中国精选混合型开放式证券投资基金 None 163801 LOF \n",
"179 1030000147 泰达宏利风险预算混合型证券投资基金 None 162205 证券投资基金 收益型 \n", "160 2030000302 国投瑞银新兴产业混合型证券投资基金(LOF) None 161219 LOF \n",
"\n", "\n",
" L1CODE L1NAME L2CODE L2NAME L3CODE L3NAME \\\n", " INVESTSTYLE L1CODE L1NAME L2CODE L2NAME L3CODE L3NAME \\\n",
"0 2 混合基金 2.1 偏股型基金 2.1.2 偏股型基金(股票上限80%) \n", "0 成长型 2 混合基金 2.1 偏股型基金 2.1.2 偏股型基金(股票上限80%) \n",
"1 2 混合基金 2.1 偏股型基金 2.1.1 偏股型基金(股票上限95%) \n", "1 增值型 2 混合基金 2.1 偏股型基金 2.1.1 偏股型基金(股票上限95%) \n",
"2 2 混合基金 2.9 特定策略混合型基金 2.9.1 特定策略混合型基金 \n", "2 收益型 2 混合基金 2.9 特定策略混合型基金 2.9.1 特定策略混合型基金 \n",
"3 2 混合基金 2.6 绝对收益目标基金 2.6.3 灵活策略基金（A类） \n", "3 收益型 2 混合基金 2.6 绝对收益目标基金 2.6.3 灵活策略基金（A类） \n",
"4 2 混合基金 2.2 灵活配置型基金 2.2.3 灵活配置型基金(股票上限95%)（A类） \n", "4 分红型 2 混合基金 2.2 灵活配置型基金 2.2.3 灵活配置型基金(股票上限95%)（A类） \n",
".. ... ... ... ... ... ... \n", ".. ... ... ... ... ... ... ... \n",
"175 2 混合基金 2.1 偏股型基金 2.1.1 偏股型基金(股票上限95%) \n", "61 价值投资型 2 混合基金 2.1 偏股型基金 2.1.2 偏股型基金(股票上限80%) \n",
"176 2 混合基金 2.1 偏股型基金 2.1.1 偏股型基金(股票上限95%) \n", "172 稳健成长型 2 混合基金 2.1 偏股型基金 2.1.1 偏股型基金(股票上限95%) \n",
"177 2 混合基金 2.10 其他混合型基金 2.10.1 其他混合型基金 \n", "91 价值投资型 2 混合基金 2.1 偏股型基金 2.1.1 偏股型基金(股票上限95%) \n",
"178 2 混合基金 2.4 偏债型基金 2.4.1 偏债型基金 \n", "183 增值型 2 混合基金 2.1 偏股型基金 2.1.1 偏股型基金(股票上限95%) \n",
"179 2 混合基金 2.4 偏债型基金 2.4.1 偏债型基金 \n", "160 稳健成长型 2 混合基金 2.2 灵活配置型基金 2.2.2 灵活配置型基金(股票上限80%) \n",
"\n", "\n",
" EQUITYINVERTO ACCNETMKTCAP 混合型（子类） \n", " EQUITYINVERTO ACCNETMKTCAP 混合型（子类） \n",
"0 65.283333 0.0 中高权益仓位混合型基金 \n", "0 65.283333 0.0 中高权益仓位混合型基金 \n",
...@@ -390,13 +391,13 @@ ...@@ -390,13 +391,13 @@
"3 56.847500 0.0 中高权益仓位混合型基金 \n", "3 56.847500 0.0 中高权益仓位混合型基金 \n",
"4 83.277500 0.0 高权益仓位混合型基金 \n", "4 83.277500 0.0 高权益仓位混合型基金 \n",
".. ... ... ... \n", ".. ... ... ... \n",
"175 84.670000 0.0 高权益仓位混合型基金 \n", "61 68.766667 0.0 中高权益仓位混合型基金 \n",
"176 85.286667 0.0 高权益仓位混合型基金 \n", "172 77.436667 0.0 高权益仓位混合型基金 \n",
"177 80.030833 0.0 高权益仓位混合型基金 \n", "91 75.867500 0.0 高权益仓位混合型基金 \n",
"178 21.677500 0.0 低权益仓位混合型基金 \n", "183 68.943333 0.0 中高权益仓位混合型基金 \n",
"179 40.380000 0.0 中权益仓位混合型基金 \n", "160 72.502500 0.0 高权益仓位混合型基金 \n",
"\n", "\n",
"[180 rows x 15 columns]" "[191 rows x 15 columns]"
] ]
}, },
"execution_count": 7, "execution_count": 7,
...@@ -418,7 +419,7 @@ ...@@ -418,7 +419,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 12, "execution_count": 8,
"id": "5f31e54e-ab9d-48b8-a207-8841062ec4e1", "id": "5f31e54e-ab9d-48b8-a207-8841062ec4e1",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -451,12 +452,12 @@ ...@@ -451,12 +452,12 @@
" df.loc[((~flag) & (df[\"EQUITYINVERTO\"] >= 30) & (df[\"EQUITYINVERTO\"] < 50)), \"混合型（子类）\"] = \"中权益仓位混合型基金\"\n", " df.loc[((~flag) & (df[\"EQUITYINVERTO\"] >= 30) & (df[\"EQUITYINVERTO\"] < 50)), \"混合型（子类）\"] = \"中权益仓位混合型基金\"\n",
" df.loc[((~flag) & (df[\"EQUITYINVERTO\"] >= 0) & (df[\"EQUITYINVERTO\"] < 30)), \"混合型（子类）\"] = \"低权益仓位混合型基金\"\n", " df.loc[((~flag) & (df[\"EQUITYINVERTO\"] >= 0) & (df[\"EQUITYINVERTO\"] < 30)), \"混合型（子类）\"] = \"低权益仓位混合型基金\"\n",
" \n", " \n",
" return df" " return df.sort_values(\"SECURITYID\").dropna(subset=[\"混合型（子类）\"])"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 13, "execution_count": 14,
"id": "8ef7a124-f9c5-4afc-b35f-44571dea387e", "id": "8ef7a124-f9c5-4afc-b35f-44571dea387e",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -464,7 +465,7 @@ ...@@ -464,7 +465,7 @@
"name": "stdout", "name": "stdout",
"output_type": "stream", "output_type": "stream",
"text": [ "text": [
"Wall time: 10.7 s\n" "Wall time: 8.01 s\n"
] ]
}, },
{ {
...@@ -502,142 +503,257 @@ ...@@ -502,142 +503,257 @@
" <th>L3NAME</th>\n", " <th>L3NAME</th>\n",
" <th>EQUITYINVERTO</th>\n", " <th>EQUITYINVERTO</th>\n",
" <th>ACCNETMKTCAP</th>\n", " <th>ACCNETMKTCAP</th>\n",
" </tr>\n",
" <tr>\n",
" <th>混合型（子类）</th>\n", " <th>混合型（子类）</th>\n",
" <th></th>\n",
" <th></th>\n",
" <th></th>\n",
" <th></th>\n",
" <th></th>\n",
" <th></th>\n",
" <th></th>\n",
" <th></th>\n",
" <th></th>\n",
" <th></th>\n",
" <th></th>\n",
" <th></th>\n",
" <th></th>\n",
" <th></th>\n",
" </tr>\n", " </tr>\n",
" </thead>\n", " </thead>\n",
" <tbody>\n", " <tbody>\n",
" <tr>\n", " <tr>\n",
" <th>中权益仓位混合型基金</th>\n", " <th>0</th>\n",
" <td>139</td>\n", " <td>1030000001</td>\n",
" <td>139</td>\n", " <td>华夏复兴混合型证券投资基金</td>\n",
" <td>102</td>\n", " <td>None</td>\n",
" <td>139</td>\n", " <td>000031</td>\n",
" <td>139</td>\n", " <td>证券投资基金</td>\n",
" <td>139</td>\n", " <td>稳健成长型</td>\n",
" <td>139</td>\n", " <td>2</td>\n",
" <td>139</td>\n", " <td>混合基金</td>\n",
" <td>139</td>\n", " <td>2.1</td>\n",
" <td>139</td>\n", " <td>偏股型基金</td>\n",
" <td>139</td>\n", " <td>2.1.3</td>\n",
" <td>139</td>\n", " <td>偏股型基金（股票上下限60%-95%）</td>\n",
" <td>139</td>\n", " <td>89.665833</td>\n",
" <td>139</td>\n", " <td>0.0</td>\n",
" <td>高权益仓位混合型基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>中高权益仓位混合型基金</th>\n", " <th>1767</th>\n",
" <td>182</td>\n", " <td>1030000004</td>\n",
" <td>182</td>\n", " <td>南方盛元红利混合型证券投资基金</td>\n",
" <td>100</td>\n", " <td>None</td>\n",
" <td>182</td>\n", " <td>202009</td>\n",
" <td>182</td>\n", " <td>证券投资基金</td>\n",
" <td>182</td>\n", " <td>稳健成长型</td>\n",
" <td>182</td>\n", " <td>2</td>\n",
" <td>182</td>\n", " <td>混合基金</td>\n",
" <td>182</td>\n", " <td>2.1</td>\n",
" <td>182</td>\n", " <td>偏股型基金</td>\n",
" <td>182</td>\n", " <td>2.1.3</td>\n",
" <td>182</td>\n", " <td>偏股型基金（股票上下限60%-95%）</td>\n",
" <td>182</td>\n", " <td>88.608333</td>\n",
" <td>182</td>\n", " <td>0.0</td>\n",
" <td>高权益仓位混合型基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>低权益仓位混合型基金</th>\n", " <th>2025</th>\n",
" <td>489</td>\n", " <td>1030000005</td>\n",
" <td>489</td>\n", " <td>工银瑞信红利混合型证券投资基金</td>\n",
" <td>418</td>\n", " <td>None</td>\n",
" <td>489</td>\n", " <td>481006</td>\n",
" <td>489</td>\n", " <td>证券投资基金</td>\n",
" <td>489</td>\n", " <td>稳健成长型</td>\n",
" <td>489</td>\n", " <td>2</td>\n",
" <td>489</td>\n", " <td>混合基金</td>\n",
" <td>489</td>\n", " <td>2.1</td>\n",
" <td>489</td>\n", " <td>偏股型基金</td>\n",
" <td>489</td>\n", " <td>2.1.3</td>\n",
" <td>489</td>\n", " <td>偏股型基金（股票上下限60%-95%）</td>\n",
" <td>489</td>\n", " <td>92.279167</td>\n",
" <td>489</td>\n", " <td>0.0</td>\n",
" <td>高权益仓位混合型基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>港股通混合型基金</th>\n", " <th>1</th>\n",
" <td>17</td>\n", " <td>1030000006</td>\n",
" <td>17</td>\n", " <td>华夏成长证券投资基金</td>\n",
" <td>6</td>\n", " <td>None</td>\n",
" <td>17</td>\n", " <td>000001</td>\n",
" <td>17</td>\n", " <td>证券投资基金</td>\n",
" <td>17</td>\n", " <td>成长型</td>\n",
" <td>17</td>\n", " <td>2</td>\n",
" <td>17</td>\n", " <td>混合基金</td>\n",
" <td>17</td>\n", " <td>2.1</td>\n",
" <td>17</td>\n", " <td>偏股型基金</td>\n",
" <td>17</td>\n", " <td>2.1.2</td>\n",
" <td>17</td>\n", " <td>偏股型基金(股票上限80%)</td>\n",
" <td>17</td>\n", " <td>71.650833</td>\n",
" <td>17</td>\n", " <td>0.0</td>\n",
" <td>高权益仓位混合型基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>高权益仓位混合型基金</th>\n", " <th>2</th>\n",
" <td>1147</td>\n", " <td>1030000007</td>\n",
" <td>1147</td>\n", " <td>华夏大盘精选证券投资基金</td>\n",
" <td>405</td>\n", " <td>华夏大盘精选混合</td>\n",
" <td>1147</td>\n", " <td>000011</td>\n",
" <td>1147</td>\n", " <td>证券投资基金</td>\n",
" <td>1147</td>\n", " <td>增值型</td>\n",
" <td>1147</td>\n", " <td>2</td>\n",
" <td>1147</td>\n", " <td>混合基金</td>\n",
" <td>1147</td>\n", " <td>2.1</td>\n",
" <td>1147</td>\n", " <td>偏股型基金</td>\n",
" <td>1147</td>\n", " <td>2.1.1</td>\n",
" <td>1147</td>\n", " <td>偏股型基金(股票上限95%)</td>\n",
" <td>1147</td>\n", " <td>87.699167</td>\n",
" <td>1147</td>\n", " <td>0.0</td>\n",
" <td>高权益仓位混合型基金</td>\n",
" </tr>\n",
" <tr>\n",
" <th>...</th>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1658</th>\n",
" <td>2030007999</td>\n",
" <td>财通福盛多策略混合型发起式证券投资基金(LOF)</td>\n",
" <td>None</td>\n",
" <td>501032</td>\n",
" <td>LOF</td>\n",
" <td>稳健成长型</td>\n",
" <td>8</td>\n",
" <td>封闭式混合基金</td>\n",
" <td>8.10</td>\n",
" <td>封闭式其他混合型基金</td>\n",
" <td>8.10.1</td>\n",
" <td>封闭式其他混合型基金</td>\n",
" <td>56.721538</td>\n",
" <td>0.0</td>\n",
" <td>中高权益仓位混合型基金</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1503</th>\n",
" <td>2030008078</td>\n",
" <td>国投瑞银瑞泰多策略灵活配置混合型证券投资基金(LOF)</td>\n",
" <td>国投瑞银瑞泰多策略混合(LOF)</td>\n",
" <td>161233</td>\n",
" <td>LOF</td>\n",
" <td>稳健成长型</td>\n",
" <td>8</td>\n",
" <td>封闭式混合基金</td>\n",
" <td>8.10</td>\n",
" <td>封闭式其他混合型基金</td>\n",
" <td>8.10.1</td>\n",
" <td>封闭式其他混合型基金</td>\n",
" <td>35.731667</td>\n",
" <td>0.0</td>\n",
" <td>中权益仓位混合型基金</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2111</th>\n",
" <td>2030008355</td>\n",
" <td>银华惠安定期开放混合型证券投资基金</td>\n",
" <td>None</td>\n",
" <td>501033</td>\n",
" <td>LOF</td>\n",
" <td>稳健成长型</td>\n",
" <td>8</td>\n",
" <td>封闭式混合基金</td>\n",
" <td>8.4</td>\n",
" <td>封闭式偏债型基金</td>\n",
" <td>8.4.1</td>\n",
" <td>封闭式偏债型基金</td>\n",
" <td>3.400000</td>\n",
" <td>0.0</td>\n",
" <td>低权益仓位混合型基金</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2106</th>\n",
" <td>2030008438</td>\n",
" <td>平安鼎弘混合型证券投资基金(LOF)</td>\n",
" <td>平安鼎弘混合(LOF)</td>\n",
" <td>167003</td>\n",
" <td>LOF</td>\n",
" <td>稳健成长型</td>\n",
" <td>8</td>\n",
" <td>封闭式混合基金</td>\n",
" <td>8.4</td>\n",
" <td>封闭式偏债型基金</td>\n",
" <td>8.4.1</td>\n",
" <td>封闭式偏债型基金</td>\n",
" <td>14.785000</td>\n",
" <td>0.0</td>\n",
" <td>低权益仓位混合型基金</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1476</th>\n",
" <td>2030008785</td>\n",
" <td>华夏磐晟灵活配置混合型证券投资基金(LOF)</td>\n",
" <td>None</td>\n",
" <td>160324</td>\n",
" <td>LOF</td>\n",
" <td>稳健成长型</td>\n",
" <td>8</td>\n",
" <td>封闭式混合基金</td>\n",
" <td>8.2</td>\n",
" <td>封闭式灵活配置型基金</td>\n",
" <td>8.2.1</td>\n",
" <td>封闭式灵活配置型基金(股票上限95%)</td>\n",
" <td>86.546667</td>\n",
" <td>0.0</td>\n",
" <td>高权益仓位混合型基金</td>\n",
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
"<p>2072 rows × 15 columns</p>\n",
"</div>" "</div>"
], ],
"text/plain": [ "text/plain": [
" SECURITYID FDNAME SNAMECOMP FSYMBOL FDNATURE INVESTSTYLE \\\n", " SECURITYID FDNAME SNAMECOMP FSYMBOL \\\n",
"混合型（子类） \n", "0 1030000001 华夏复兴混合型证券投资基金 None 000031 \n",
"中权益仓位混合型基金 139 139 102 139 139 139 \n", "1767 1030000004 南方盛元红利混合型证券投资基金 None 202009 \n",
"中高权益仓位混合型基金 182 182 100 182 182 182 \n", "2025 1030000005 工银瑞信红利混合型证券投资基金 None 481006 \n",
"低权益仓位混合型基金 489 489 418 489 489 489 \n", "1 1030000006 华夏成长证券投资基金 None 000001 \n",
"港股通混合型基金 17 17 6 17 17 17 \n", "2 1030000007 华夏大盘精选证券投资基金 华夏大盘精选混合 000011 \n",
"高权益仓位混合型基金 1147 1147 405 1147 1147 1147 \n", "... ... ... ... ... \n",
"1658 2030007999 财通福盛多策略混合型发起式证券投资基金(LOF) None 501032 \n",
"1503 2030008078 国投瑞银瑞泰多策略灵活配置混合型证券投资基金(LOF) 国投瑞银瑞泰多策略混合(LOF) 161233 \n",
"2111 2030008355 银华惠安定期开放混合型证券投资基金 None 501033 \n",
"2106 2030008438 平安鼎弘混合型证券投资基金(LOF) 平安鼎弘混合(LOF) 167003 \n",
"1476 2030008785 华夏磐晟灵活配置混合型证券投资基金(LOF) None 160324 \n",
"\n", "\n",
" L1CODE L1NAME L2CODE L2NAME L3CODE L3NAME EQUITYINVERTO \\\n", " FDNATURE INVESTSTYLE L1CODE L1NAME L2CODE L2NAME L3CODE \\\n",
"混合型（子类） \n", "0 证券投资基金 稳健成长型 2 混合基金 2.1 偏股型基金 2.1.3 \n",
"中权益仓位混合型基金 139 139 139 139 139 139 139 \n", "1767 证券投资基金 稳健成长型 2 混合基金 2.1 偏股型基金 2.1.3 \n",
"中高权益仓位混合型基金 182 182 182 182 182 182 182 \n", "2025 证券投资基金 稳健成长型 2 混合基金 2.1 偏股型基金 2.1.3 \n",
"低权益仓位混合型基金 489 489 489 489 489 489 489 \n", "1 证券投资基金 成长型 2 混合基金 2.1 偏股型基金 2.1.2 \n",
"港股通混合型基金 17 17 17 17 17 17 17 \n", "2 证券投资基金 增值型 2 混合基金 2.1 偏股型基金 2.1.1 \n",
"高权益仓位混合型基金 1147 1147 1147 1147 1147 1147 1147 \n", "... ... ... ... ... ... ... ... \n",
"1658 LOF 稳健成长型 8 封闭式混合基金 8.10 封闭式其他混合型基金 8.10.1 \n",
"1503 LOF 稳健成长型 8 封闭式混合基金 8.10 封闭式其他混合型基金 8.10.1 \n",
"2111 LOF 稳健成长型 8 封闭式混合基金 8.4 封闭式偏债型基金 8.4.1 \n",
"2106 LOF 稳健成长型 8 封闭式混合基金 8.4 封闭式偏债型基金 8.4.1 \n",
"1476 LOF 稳健成长型 8 封闭式混合基金 8.2 封闭式灵活配置型基金 8.2.1 \n",
"\n", "\n",
" ACCNETMKTCAP \n", " L3NAME EQUITYINVERTO ACCNETMKTCAP 混合型（子类） \n",
"混合型（子类） \n", "0 偏股型基金（股票上下限60%-95%） 89.665833 0.0 高权益仓位混合型基金 \n",
"中权益仓位混合型基金 139 \n", "1767 偏股型基金（股票上下限60%-95%） 88.608333 0.0 高权益仓位混合型基金 \n",
"中高权益仓位混合型基金 182 \n", "2025 偏股型基金（股票上下限60%-95%） 92.279167 0.0 高权益仓位混合型基金 \n",
"低权益仓位混合型基金 489 \n", "1 偏股型基金(股票上限80%) 71.650833 0.0 高权益仓位混合型基金 \n",
"港股通混合型基金 17 \n", "2 偏股型基金(股票上限95%) 87.699167 0.0 高权益仓位混合型基金 \n",
"高权益仓位混合型基金 1147 " "... ... ... ... ... \n",
"1658 封闭式其他混合型基金 56.721538 0.0 中高权益仓位混合型基金 \n",
"1503 封闭式其他混合型基金 35.731667 0.0 中权益仓位混合型基金 \n",
"2111 封闭式偏债型基金 3.400000 0.0 低权益仓位混合型基金 \n",
"2106 封闭式偏债型基金 14.785000 0.0 低权益仓位混合型基金 \n",
"1476 封闭式灵活配置型基金(股票上限95%) 86.546667 0.0 高权益仓位混合型基金 \n",
"\n",
"[2072 rows x 15 columns]"
] ]
}, },
"execution_count": 13, "execution_count": 14,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
...@@ -645,7 +761,7 @@ ...@@ -645,7 +761,7 @@
"source": [ "source": [
"%%time\n", "%%time\n",
"\n", "\n",
"create_mutua_fund_info(\"20211111\").groupby( \"混合型（子类）\").count()" "create_mutua_fund_info(\"20211111\")#.groupby( \"混合型（子类）\").count()"
] ]
}, },
{ {
...@@ -659,25 +775,25 @@ ...@@ -659,25 +775,25 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 16, "execution_count": 10,
"id": "e6eb55c1-8e3e-4acf-a788-90e30d26623c", "id": "e6eb55c1-8e3e-4acf-a788-90e30d26623c",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
"# 我们只计算指数的每日收益\n", "# 我们只计算指数的每日收益\n",
"# 在确定指数的基准日之后，可以直接使用收益计算指数的值。\n", "# 在确定指数的基准日之后，可以直接使用收益计算指数的值。\n",
"# 使用 TQ_FD_DERIVEDN 获取基金的净值情况\n", "# 使用 fd_qtfdnav 获取基金的净值情况\n",
"\n", "\n",
"start_dt = \"2015-01-31\"\n", "start_dt = \"2015-01-31\"\n",
"final_trade_dt = \"2021-11-09\"\n", "final_trade_dt = \"2021-11-09\"\n",
"nav_type = \"ACCUNITNAV\"\n", "nav_type = \"REPAIRUNITNAV\"\n",
"\n", "\n",
"rebalance_dates = [d.strftime(\"%Y%m%d\") for d in makeSchedule(start_dt, final_trade_dt, tenor=\"3M\", calendar=\"china.sse\", dateRule=BizDayConventions.ModifiedFollowing)]" "rebalance_dates = [d.strftime(\"%Y%m%d\") for d in makeSchedule(start_dt, final_trade_dt, tenor=\"3M\", calendar=\"china.sse\", dateRule=BizDayConventions.ModifiedFollowing)]"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 17, "execution_count": 11,
"id": "2b724151-9978-4130-8103-4eae0485c3e9", "id": "2b724151-9978-4130-8103-4eae0485c3e9",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -735,7 +851,7 @@ ...@@ -735,7 +851,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 18, "execution_count": 12,
"id": "7c174454-776a-4089-be7b-dc3a06f1a071", "id": "7c174454-776a-4089-be7b-dc3a06f1a071",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -746,7 +862,7 @@ ...@@ -746,7 +862,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 19, "execution_count": 13,
"id": "a8f023ed-d9ce-4d0d-9efc-a3f76c0c434e", "id": "a8f023ed-d9ce-4d0d-9efc-a3f76c0c434e",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -789,227 +905,227 @@ ...@@ -789,227 +905,227 @@
" <tbody>\n", " <tbody>\n",
" <tr>\n", " <tr>\n",
" <th>20150430</th>\n", " <th>20150430</th>\n",
" <td>0.066698</td>\n", " <td>0.102836</td>\n",
" <td>0.214053</td>\n", " <td>0.341442</td>\n",
" <td>0.043608</td>\n", " <td>0.087205</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.265505</td>\n", " <td>0.397004</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20150731</th>\n", " <th>20150731</th>\n",
" <td>-0.005351</td>\n", " <td>-0.018591</td>\n",
" <td>-0.044305</td>\n", " <td>-0.069235</td>\n",
" <td>-0.000181</td>\n", " <td>-0.016086</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>-0.082734</td>\n", " <td>-0.119116</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20151030</th>\n", " <th>20151030</th>\n",
" <td>0.002833</td>\n", " <td>0.004786</td>\n",
" <td>0.010425</td>\n", " <td>0.009111</td>\n",
" <td>0.006977</td>\n", " <td>0.011513</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>-0.005585</td>\n", " <td>-0.009433</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20160129</th>\n", " <th>20160129</th>\n",
" <td>-0.014604</td>\n", " <td>-0.038824</td>\n",
" <td>-0.077349</td>\n", " <td>-0.117369</td>\n",
" <td>-0.003181</td>\n", " <td>-0.004973</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>-0.107363</td>\n", " <td>-0.161743</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20160429</th>\n", " <th>20160429</th>\n",
" <td>0.024989</td>\n", " <td>0.040956</td>\n",
" <td>0.048838</td>\n", " <td>0.071110</td>\n",
" <td>0.008376</td>\n", " <td>0.011349</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.053057</td>\n", " <td>0.081925</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20160729</th>\n", " <th>20160729</th>\n",
" <td>0.009016</td>\n", " <td>0.015070</td>\n",
" <td>0.024041</td>\n", " <td>0.033349</td>\n",
" <td>0.017015</td>\n", " <td>0.020062</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.022839</td>\n", " <td>0.035694</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20161031</th>\n", " <th>20161031</th>\n",
" <td>0.011226</td>\n", " <td>0.015578</td>\n",
" <td>0.016295</td>\n", " <td>0.023562</td>\n",
" <td>0.007070</td>\n", " <td>0.009353</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.014460</td>\n", " <td>0.022629</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20170126</th>\n", " <th>20170126</th>\n",
" <td>-0.011338</td>\n", " <td>-0.014774</td>\n",
" <td>-0.017651</td>\n", " <td>-0.026624</td>\n",
" <td>-0.005629</td>\n", " <td>-0.007219</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>-0.032592</td>\n", " <td>-0.045320</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20170428</th>\n", " <th>20170428</th>\n",
" <td>0.001123</td>\n", " <td>0.002694</td>\n",
" <td>0.021778</td>\n", " <td>0.033091</td>\n",
" <td>0.011195</td>\n", " <td>0.011402</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.018230</td>\n", " <td>0.030288</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20170731</th>\n", " <th>20170731</th>\n",
" <td>0.025774</td>\n", " <td>0.036437</td>\n",
" <td>0.026764</td>\n", " <td>0.034254</td>\n",
" <td>0.022740</td>\n", " <td>0.026134</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.023230</td>\n", " <td>0.035230</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20171031</th>\n", " <th>20171031</th>\n",
" <td>0.037152</td>\n", " <td>0.050498</td>\n",
" <td>0.056485</td>\n", " <td>0.077892</td>\n",
" <td>0.025287</td>\n", " <td>0.028314</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.061019</td>\n", " <td>0.084339</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20180131</th>\n", " <th>20180131</th>\n",
" <td>0.019102</td>\n", " <td>0.023146</td>\n",
" <td>0.016602</td>\n", " <td>0.020430</td>\n",
" <td>0.019774</td>\n", " <td>0.020868</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>-0.001482</td>\n", " <td>0.002534</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20180427</th>\n", " <th>20180427</th>\n",
" <td>-0.047391</td>\n", " <td>-0.054231</td>\n",
" <td>-0.041170</td>\n", " <td>-0.052117</td>\n",
" <td>-0.021450</td>\n", " <td>-0.022590</td>\n",
" <td>-0.068943</td>\n", " <td>-0.076295</td>\n",
" <td>-0.046881</td>\n", " <td>-0.059811</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20180731</th>\n", " <th>20180731</th>\n",
" <td>-0.027117</td>\n", " <td>-0.031386</td>\n",
" <td>-0.029010</td>\n", " <td>-0.037815</td>\n",
" <td>-0.004158</td>\n", " <td>-0.004419</td>\n",
" <td>-0.014433</td>\n", " <td>-0.015330</td>\n",
" <td>-0.039495</td>\n", " <td>-0.050101</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20181031</th>\n", " <th>20181031</th>\n",
" <td>-0.077868</td>\n", " <td>-0.085596</td>\n",
" <td>-0.090271</td>\n", " <td>-0.114840</td>\n",
" <td>-0.019140</td>\n", " <td>-0.020650</td>\n",
" <td>-0.095182</td>\n", " <td>-0.107380</td>\n",
" <td>-0.118182</td>\n", " <td>-0.146001</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20190131</th>\n", " <th>20190131</th>\n",
" <td>0.012195</td>\n", " <td>0.012985</td>\n",
" <td>0.006405</td>\n", " <td>0.010077</td>\n",
" <td>0.014700</td>\n", " <td>0.015723</td>\n",
" <td>0.016898</td>\n", " <td>0.020208</td>\n",
" <td>0.009405</td>\n", " <td>0.012488</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20190430</th>\n", " <th>20190430</th>\n",
" <td>0.088672</td>\n", " <td>0.096513</td>\n",
" <td>0.147439</td>\n", " <td>0.177686</td>\n",
" <td>0.035059</td>\n", " <td>0.037370</td>\n",
" <td>0.103145</td>\n", " <td>0.122089</td>\n",
" <td>0.169927</td>\n", " <td>0.214331</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20190731</th>\n", " <th>20190731</th>\n",
" <td>0.019261</td>\n", " <td>0.019843</td>\n",
" <td>0.014150</td>\n", " <td>0.016380</td>\n",
" <td>0.022591</td>\n", " <td>0.023957</td>\n",
" <td>-0.016147</td>\n", " <td>-0.019103</td>\n",
" <td>0.012684</td>\n", " <td>0.015761</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20191031</th>\n", " <th>20191031</th>\n",
" <td>0.036197</td>\n", " <td>0.037425</td>\n",
" <td>0.040109</td>\n", " <td>0.048513</td>\n",
" <td>0.015278</td>\n", " <td>0.016045</td>\n",
" <td>0.037622</td>\n", " <td>0.041103</td>\n",
" <td>0.063180</td>\n", " <td>0.074314</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20200123</th>\n", " <th>20200123</th>\n",
" <td>0.051530</td>\n", " <td>0.054147</td>\n",
" <td>0.070894</td>\n", " <td>0.081352</td>\n",
" <td>0.027145</td>\n", " <td>0.028988</td>\n",
" <td>0.052834</td>\n", " <td>0.056033</td>\n",
" <td>0.092840</td>\n", " <td>0.110601</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20200430</th>\n", " <th>20200430</th>\n",
" <td>0.022973</td>\n", " <td>0.024432</td>\n",
" <td>0.030265</td>\n", " <td>0.034935</td>\n",
" <td>0.020626</td>\n", " <td>0.022026</td>\n",
" <td>0.003993</td>\n", " <td>0.004451</td>\n",
" <td>0.034723</td>\n", " <td>0.040871</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20200731</th>\n", " <th>20200731</th>\n",
" <td>0.112013</td>\n", " <td>0.123293</td>\n",
" <td>0.205354</td>\n", " <td>0.234462</td>\n",
" <td>0.059290</td>\n", " <td>0.062991</td>\n",
" <td>0.213703</td>\n", " <td>0.229331</td>\n",
" <td>0.267976</td>\n", " <td>0.313402</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20201030</th>\n", " <th>20201030</th>\n",
" <td>0.010524</td>\n", " <td>0.012305</td>\n",
" <td>0.008581</td>\n", " <td>0.008478</td>\n",
" <td>0.013794</td>\n", " <td>0.014442</td>\n",
" <td>0.006292</td>\n", " <td>0.007205</td>\n",
" <td>0.000836</td>\n", " <td>0.000950</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20210129</th>\n", " <th>20210129</th>\n",
" <td>0.057368</td>\n", " <td>0.062466</td>\n",
" <td>0.106508</td>\n", " <td>0.119825</td>\n",
" <td>0.036475</td>\n", " <td>0.038963</td>\n",
" <td>0.175894</td>\n", " <td>0.187807</td>\n",
" <td>0.137706</td>\n", " <td>0.156991</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20210430</th>\n", " <th>20210430</th>\n",
" <td>0.000727</td>\n", " <td>0.000984</td>\n",
" <td>-0.014148</td>\n", " <td>-0.014069</td>\n",
" <td>0.007006</td>\n", " <td>0.007524</td>\n",
" <td>-0.019456</td>\n", " <td>-0.019498</td>\n",
" <td>-0.015653</td>\n", " <td>-0.017925</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20210730</th>\n", " <th>20210730</th>\n",
" <td>0.020952</td>\n", " <td>0.022357</td>\n",
" <td>0.042120</td>\n", " <td>0.048553</td>\n",
" <td>0.015316</td>\n", " <td>0.016935</td>\n",
" <td>-0.025816</td>\n", " <td>-0.027494</td>\n",
" <td>0.076964</td>\n", " <td>0.083782</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20211029</th>\n", " <th>20211029</th>\n",
" <td>0.014655</td>\n", " <td>0.015653</td>\n",
" <td>0.010647</td>\n", " <td>0.012731</td>\n",
" <td>0.013640</td>\n", " <td>0.014677</td>\n",
" <td>-0.015106</td>\n", " <td>-0.016214</td>\n",
" <td>0.011272</td>\n", " <td>0.011849</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20211109</th>\n", " <th>20211109</th>\n",
" <td>0.000005</td>\n", " <td>-0.000162</td>\n",
" <td>0.002604</td>\n", " <td>0.002661</td>\n",
" <td>0.001100</td>\n", " <td>0.001256</td>\n",
" <td>-0.016437</td>\n", " <td>-0.017195</td>\n",
" <td>0.002684</td>\n", " <td>0.003129</td>\n",
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
...@@ -1018,37 +1134,37 @@ ...@@ -1018,37 +1134,37 @@
"text/plain": [ "text/plain": [
"混合型（子类） 中权益仓位混合型基金 中高权益仓位混合型基金 低权益仓位混合型基金 港股通混合型基金 高权益仓位混合型基金\n", "混合型（子类） 中权益仓位混合型基金 中高权益仓位混合型基金 低权益仓位混合型基金 港股通混合型基金 高权益仓位混合型基金\n",
"level_0 \n", "level_0 \n",
"20150430 0.066698 0.214053 0.043608 NaN 0.265505\n", "20150430 0.102836 0.341442 0.087205 NaN 0.397004\n",
"20150731 -0.005351 -0.044305 -0.000181 NaN -0.082734\n", "20150731 -0.018591 -0.069235 -0.016086 NaN -0.119116\n",
"20151030 0.002833 0.010425 0.006977 NaN -0.005585\n", "20151030 0.004786 0.009111 0.011513 NaN -0.009433\n",
"20160129 -0.014604 -0.077349 -0.003181 NaN -0.107363\n", "20160129 -0.038824 -0.117369 -0.004973 NaN -0.161743\n",
"20160429 0.024989 0.048838 0.008376 NaN 0.053057\n", "20160429 0.040956 0.071110 0.011349 NaN 0.081925\n",
"20160729 0.009016 0.024041 0.017015 NaN 0.022839\n", "20160729 0.015070 0.033349 0.020062 NaN 0.035694\n",
"20161031 0.011226 0.016295 0.007070 NaN 0.014460\n", "20161031 0.015578 0.023562 0.009353 NaN 0.022629\n",
"20170126 -0.011338 -0.017651 -0.005629 NaN -0.032592\n", "20170126 -0.014774 -0.026624 -0.007219 NaN -0.045320\n",
"20170428 0.001123 0.021778 0.011195 NaN 0.018230\n", "20170428 0.002694 0.033091 0.011402 NaN 0.030288\n",
"20170731 0.025774 0.026764 0.022740 NaN 0.023230\n", "20170731 0.036437 0.034254 0.026134 NaN 0.035230\n",
"20171031 0.037152 0.056485 0.025287 NaN 0.061019\n", "20171031 0.050498 0.077892 0.028314 NaN 0.084339\n",
"20180131 0.019102 0.016602 0.019774 NaN -0.001482\n", "20180131 0.023146 0.020430 0.020868 NaN 0.002534\n",
"20180427 -0.047391 -0.041170 -0.021450 -0.068943 -0.046881\n", "20180427 -0.054231 -0.052117 -0.022590 -0.076295 -0.059811\n",
"20180731 -0.027117 -0.029010 -0.004158 -0.014433 -0.039495\n", "20180731 -0.031386 -0.037815 -0.004419 -0.015330 -0.050101\n",
"20181031 -0.077868 -0.090271 -0.019140 -0.095182 -0.118182\n", "20181031 -0.085596 -0.114840 -0.020650 -0.107380 -0.146001\n",
"20190131 0.012195 0.006405 0.014700 0.016898 0.009405\n", "20190131 0.012985 0.010077 0.015723 0.020208 0.012488\n",
"20190430 0.088672 0.147439 0.035059 0.103145 0.169927\n", "20190430 0.096513 0.177686 0.037370 0.122089 0.214331\n",
"20190731 0.019261 0.014150 0.022591 -0.016147 0.012684\n", "20190731 0.019843 0.016380 0.023957 -0.019103 0.015761\n",
"20191031 0.036197 0.040109 0.015278 0.037622 0.063180\n", "20191031 0.037425 0.048513 0.016045 0.041103 0.074314\n",
"20200123 0.051530 0.070894 0.027145 0.052834 0.092840\n", "20200123 0.054147 0.081352 0.028988 0.056033 0.110601\n",
"20200430 0.022973 0.030265 0.020626 0.003993 0.034723\n", "20200430 0.024432 0.034935 0.022026 0.004451 0.040871\n",
"20200731 0.112013 0.205354 0.059290 0.213703 0.267976\n", "20200731 0.123293 0.234462 0.062991 0.229331 0.313402\n",
"20201030 0.010524 0.008581 0.013794 0.006292 0.000836\n", "20201030 0.012305 0.008478 0.014442 0.007205 0.000950\n",
"20210129 0.057368 0.106508 0.036475 0.175894 0.137706\n", "20210129 0.062466 0.119825 0.038963 0.187807 0.156991\n",
"20210430 0.000727 -0.014148 0.007006 -0.019456 -0.015653\n", "20210430 0.000984 -0.014069 0.007524 -0.019498 -0.017925\n",
"20210730 0.020952 0.042120 0.015316 -0.025816 0.076964\n", "20210730 0.022357 0.048553 0.016935 -0.027494 0.083782\n",
"20211029 0.014655 0.010647 0.013640 -0.015106 0.011272\n", "20211029 0.015653 0.012731 0.014677 -0.016214 0.011849\n",
"20211109 0.000005 0.002604 0.001100 -0.016437 0.002684" "20211109 -0.000162 0.002661 0.001256 -0.017195 0.003129"
] ]
}, },
"execution_count": 19, "execution_count": 13,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
......
030 债券型基金.ipynb
View file @ 8bb09c9a
...@@ -9,7 +9,6 @@ ...@@ -9,7 +9,6 @@
"source": [ "source": [
"import datetime as dt\n", "import datetime as dt\n",
"from utility import (\n", "from utility import (\n",
" read_sql,\n",
" fd_alive_funds,\n", " fd_alive_funds,\n",
" fd_basicinfo,\n", " fd_basicinfo,\n",
" fd_typeclass,\n", " fd_typeclass,\n",
...@@ -40,7 +39,7 @@ ...@@ -40,7 +39,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 7, "execution_count": 3,
"id": "07275364-e308-433e-9c3a-fe78ad8e9daa", "id": "07275364-e308-433e-9c3a-fe78ad8e9daa",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -52,7 +51,7 @@ ...@@ -52,7 +51,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 8, "execution_count": 4,
"id": "5049fc82-e1ee-476a-9fb6-79adedb6028e", "id": "5049fc82-e1ee-476a-9fb6-79adedb6028e",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -65,7 +64,7 @@ ...@@ -65,7 +64,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 9, "execution_count": 5,
"id": "0c2416b1-4edb-45d9-a31a-11fb70344539", "id": "0c2416b1-4edb-45d9-a31a-11fb70344539",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -77,7 +76,7 @@ ...@@ -77,7 +76,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 10, "execution_count": 6,
"id": "7810ff27-b4b0-4b30-a77a-c3e6d531e1ae", "id": "7810ff27-b4b0-4b30-a77a-c3e6d531e1ae",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -90,7 +89,7 @@ ...@@ -90,7 +89,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 11, "execution_count": 7,
"id": "858a98ea-e17f-4b4b-be64-becb4ce0a9b9", "id": "858a98ea-e17f-4b4b-be64-becb4ce0a9b9",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -110,7 +109,7 @@ ...@@ -110,7 +109,7 @@
" '灵活配置型基金(股票上限95%)（B/C类）'], dtype=object)" " '灵活配置型基金(股票上限95%)（B/C类）'], dtype=object)"
] ]
}, },
"execution_count": 11, "execution_count": 7,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
...@@ -121,7 +120,7 @@ ...@@ -121,7 +120,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 12, "execution_count": 8,
"id": "894e01ee-8f44-472f-b37a-1d23fc8c57c1", "id": "894e01ee-8f44-472f-b37a-1d23fc8c57c1",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -132,12 +131,13 @@ ...@@ -132,12 +131,13 @@
"agg_port.loc[(agg_port[\"BDRTO\"] >= 80) & (agg_port[\"CONVBDRTO_TO_BDRTO\"] >= 5) & (agg_port[\"CONVBDRTO_TO_BDRTO\"] < 80) & (agg_port[\"EQUITYINVERTO\"] <= 0.1), \"债券型（子类）\"] = \"可投转债型债券基金\"\n", "agg_port.loc[(agg_port[\"BDRTO\"] >= 80) & (agg_port[\"CONVBDRTO_TO_BDRTO\"] >= 5) & (agg_port[\"CONVBDRTO_TO_BDRTO\"] < 80) & (agg_port[\"EQUITYINVERTO\"] <= 0.1), \"债券型（子类）\"] = \"可投转债型债券基金\"\n",
"agg_port.loc[(agg_port[\"BDRTO\"] >= 80) & (agg_port[\"EQUITYINVERTO\"] >= 0.1) & (~agg_port[\"债券型（子类）\"].isin([\"可投转债型债券基金\", \"可转债基金\"])), \"债券型（子类）\"] = \"可投股票型债券基金\"\n", "agg_port.loc[(agg_port[\"BDRTO\"] >= 80) & (agg_port[\"EQUITYINVERTO\"] >= 0.1) & (~agg_port[\"债券型（子类）\"].isin([\"可投转债型债券基金\", \"可转债基金\"])), \"债券型（子类）\"] = \"可投股票型债券基金\"\n",
"agg_port.loc[(agg_port[\"BDRTO\"] >= 80) & (agg_port[\"L2NAME\"] == \"指数债券型基金\") & (~agg_port[\"债券型（子类）\"].isin([\"可投转债型债券基金\", \"可转债基金\"])), \"债券型（子类）\"] = \"被动指数型债券基金\"\n", "agg_port.loc[(agg_port[\"BDRTO\"] >= 80) & (agg_port[\"L2NAME\"] == \"指数债券型基金\") & (~agg_port[\"债券型（子类）\"].isin([\"可投转债型债券基金\", \"可转债基金\"])), \"债券型（子类）\"] = \"被动指数型债券基金\"\n",
"agg_port.loc[pd.isnull(agg_port[\"债券型（子类）\"]), \"债券型（子类）\"] = \"中长期纯债型基金\"" "agg_port.loc[pd.isnull(agg_port[\"债券型（子类）\"]), \"债券型（子类）\"] = \"中长期纯债型基金\"\n",
"agg_port = agg_port.sort_values(\"SECURITYID\").dropna(subset=[\"债券型（子类）\"])"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 13, "execution_count": 9,
"id": "0fddaf03-8e90-474d-9584-7a5b60c3a15d", "id": "0fddaf03-8e90-474d-9584-7a5b60c3a15d",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -200,75 +200,75 @@ ...@@ -200,75 +200,75 @@
" <tbody>\n", " <tbody>\n",
" <tr>\n", " <tr>\n",
" <th>中长期纯债型基金</th>\n", " <th>中长期纯债型基金</th>\n",
" <td>838</td>\n", " <td>871</td>\n",
" <td>838</td>\n", " <td>871</td>\n",
" <td>822</td>\n", " <td>854</td>\n",
" <td>827</td>\n", " <td>860</td>\n",
" <td>838</td>\n", " <td>871</td>\n",
" <td>838</td>\n", " <td>871</td>\n",
" <td>838</td>\n", " <td>871</td>\n",
" <td>838</td>\n", " <td>871</td>\n",
" <td>838</td>\n", " <td>871</td>\n",
" <td>838</td>\n", " <td>871</td>\n",
" <td>838</td>\n", " <td>871</td>\n",
" <td>613</td>\n", " <td>636</td>\n",
" <td>838</td>\n", " <td>871</td>\n",
" <td>838</td>\n", " <td>871</td>\n",
" <td>838</td>\n", " <td>871</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>可投股票型债券基金</th>\n", " <th>可投股票型债券基金</th>\n",
" <td>365</td>\n", " <td>386</td>\n",
" <td>365</td>\n", " <td>386</td>\n",
" <td>365</td>\n", " <td>386</td>\n",
" <td>365</td>\n", " <td>386</td>\n",
" <td>365</td>\n", " <td>386</td>\n",
" <td>365</td>\n", " <td>386</td>\n",
" <td>365</td>\n", " <td>386</td>\n",
" <td>365</td>\n", " <td>386</td>\n",
" <td>365</td>\n", " <td>386</td>\n",
" <td>365</td>\n", " <td>386</td>\n",
" <td>365</td>\n", " <td>386</td>\n",
" <td>318</td>\n", " <td>332</td>\n",
" <td>365</td>\n", " <td>386</td>\n",
" <td>365</td>\n", " <td>386</td>\n",
" <td>365</td>\n", " <td>386</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>可投转债型债券基金</th>\n", " <th>可投转债型债券基金</th>\n",
" <td>101</td>\n", " <td>111</td>\n",
" <td>101</td>\n", " <td>111</td>\n",
" <td>101</td>\n", " <td>111</td>\n",
" <td>101</td>\n", " <td>111</td>\n",
" <td>101</td>\n", " <td>111</td>\n",
" <td>101</td>\n", " <td>111</td>\n",
" <td>101</td>\n", " <td>111</td>\n",
" <td>101</td>\n", " <td>111</td>\n",
" <td>101</td>\n", " <td>111</td>\n",
" <td>101</td>\n", " <td>111</td>\n",
" <td>101</td>\n", " <td>111</td>\n",
" <td>86</td>\n", " <td>95</td>\n",
" <td>101</td>\n", " <td>111</td>\n",
" <td>101</td>\n", " <td>111</td>\n",
" <td>101</td>\n", " <td>111</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>可转债基金</th>\n", " <th>可转债基金</th>\n",
" <td>42</td>\n",
" <td>42</td>\n",
" <td>42</td>\n",
" <td>42</td>\n",
" <td>42</td>\n",
" <td>42</td>\n",
" <td>42</td>\n",
" <td>42</td>\n",
" <td>42</td>\n",
" <td>42</td>\n",
" <td>42</td>\n",
" <td>36</td>\n", " <td>36</td>\n",
" <td>36</td>\n", " <td>42</td>\n",
" <td>36</td>\n", " <td>42</td>\n",
" <td>36</td>\n", " <td>42</td>\n",
" <td>36</td>\n",
" <td>36</td>\n",
" <td>36</td>\n",
" <td>36</td>\n",
" <td>36</td>\n",
" <td>36</td>\n",
" <td>36</td>\n",
" <td>31</td>\n",
" <td>36</td>\n",
" <td>36</td>\n",
" <td>36</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>短期纯债型基金</th>\n", " <th>短期纯债型基金</th>\n",
...@@ -290,21 +290,21 @@ ...@@ -290,21 +290,21 @@
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>被动指数型债券基金</th>\n", " <th>被动指数型债券基金</th>\n",
" <td>13</td>\n", " <td>16</td>\n",
" <td>13</td>\n", " <td>16</td>\n",
" <td>13</td>\n", " <td>16</td>\n",
" <td>13</td>\n", " <td>16</td>\n",
" <td>13</td>\n", " <td>16</td>\n",
" <td>13</td>\n", " <td>16</td>\n",
" <td>13</td>\n", " <td>16</td>\n",
" <td>13</td>\n", " <td>16</td>\n",
" <td>13</td>\n", " <td>16</td>\n",
" <td>13</td>\n", " <td>16</td>\n",
" <td>13</td>\n", " <td>16</td>\n",
" <td>10</td>\n", " <td>11</td>\n",
" <td>13</td>\n", " <td>16</td>\n",
" <td>13</td>\n", " <td>16</td>\n",
" <td>13</td>\n", " <td>16</td>\n",
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
...@@ -313,33 +313,33 @@ ...@@ -313,33 +313,33 @@
"text/plain": [ "text/plain": [
" SECURITYID BDRTO CONVBDRTO_TO_BDRTO EQUITYINVERTO L1CODE \\\n", " SECURITYID BDRTO CONVBDRTO_TO_BDRTO EQUITYINVERTO L1CODE \\\n",
"债券型（子类） \n", "债券型（子类） \n",
"中长期纯债型基金 838 838 822 827 838 \n", "中长期纯债型基金 871 871 854 860 871 \n",
"可投股票型债券基金 365 365 365 365 365 \n", "可投股票型债券基金 386 386 386 386 386 \n",
"可投转债型债券基金 101 101 101 101 101 \n", "可投转债型债券基金 111 111 111 111 111 \n",
"可转债基金 36 36 36 36 36 \n", "可转债基金 42 42 42 42 42 \n",
"短期纯债型基金 47 47 47 47 47 \n", "短期纯债型基金 47 47 47 47 47 \n",
"被动指数型债券基金 13 13 13 13 13 \n", "被动指数型债券基金 16 16 16 16 16 \n",
"\n", "\n",
" L1NAME L2CODE L2NAME L3CODE L3NAME FDNAME SNAMECOMP FSYMBOL \\\n", " L1NAME L2CODE L2NAME L3CODE L3NAME FDNAME SNAMECOMP FSYMBOL \\\n",
"债券型（子类） \n", "债券型（子类） \n",
"中长期纯债型基金 838 838 838 838 838 838 613 838 \n", "中长期纯债型基金 871 871 871 871 871 871 636 871 \n",
"可投股票型债券基金 365 365 365 365 365 365 318 365 \n", "可投股票型债券基金 386 386 386 386 386 386 332 386 \n",
"可投转债型债券基金 101 101 101 101 101 101 86 101 \n", "可投转债型债券基金 111 111 111 111 111 111 95 111 \n",
"可转债基金 36 36 36 36 36 36 31 36 \n", "可转债基金 42 42 42 42 42 42 36 42 \n",
"短期纯债型基金 47 47 47 47 47 47 46 47 \n", "短期纯债型基金 47 47 47 47 47 47 46 47 \n",
"被动指数型债券基金 13 13 13 13 13 13 10 13 \n", "被动指数型债券基金 16 16 16 16 16 16 11 16 \n",
"\n", "\n",
" FDNATURE INVESTSTYLE \n", " FDNATURE INVESTSTYLE \n",
"债券型（子类） \n", "债券型（子类） \n",
"中长期纯债型基金 838 838 \n", "中长期纯债型基金 871 871 \n",
"可投股票型债券基金 365 365 \n", "可投股票型债券基金 386 386 \n",
"可投转债型债券基金 101 101 \n", "可投转债型债券基金 111 111 \n",
"可转债基金 36 36 \n", "可转债基金 42 42 \n",
"短期纯债型基金 47 47 \n", "短期纯债型基金 47 47 \n",
"被动指数型债券基金 13 13 " "被动指数型债券基金 16 16 "
] ]
}, },
"execution_count": 13, "execution_count": 9,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
...@@ -358,7 +358,7 @@ ...@@ -358,7 +358,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 15, "execution_count": 10,
"id": "1985799f-9a72-4f53-a09b-e15c738f211f", "id": "1985799f-9a72-4f53-a09b-e15c738f211f",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -390,12 +390,12 @@ ...@@ -390,12 +390,12 @@
" df.loc[(df[\"BDRTO\"] >= 80) & (df[\"L2NAME\"] == \"指数债券型基金\") & (~df[\"债券型（子类）\"].isin([\"可投转债型债券基金\", \"可转债基金\"])), \"债券型（子类）\"] = \"被动指数型债券基金\"\n", " df.loc[(df[\"BDRTO\"] >= 80) & (df[\"L2NAME\"] == \"指数债券型基金\") & (~df[\"债券型（子类）\"].isin([\"可投转债型债券基金\", \"可转债基金\"])), \"债券型（子类）\"] = \"被动指数型债券基金\"\n",
" df.loc[pd.isnull(df[\"债券型（子类）\"]), \"债券型（子类）\"] = \"中长期纯债型基金\"\n", " df.loc[pd.isnull(df[\"债券型（子类）\"]), \"债券型（子类）\"] = \"中长期纯债型基金\"\n",
" \n", " \n",
" return df" " return df.sort_values(\"SECURITYID\").dropna(subset=[\"债券型（子类）\"])"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 16, "execution_count": 11,
"id": "992ce6ba-b2eb-4e11-b025-53bd78366ff0", "id": "992ce6ba-b2eb-4e11-b025-53bd78366ff0",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -403,7 +403,7 @@ ...@@ -403,7 +403,7 @@
"name": "stdout", "name": "stdout",
"output_type": "stream", "output_type": "stream",
"text": [ "text": [
"Wall time: 10.7 s\n" "Wall time: 9.48 s\n"
] ]
} }
], ],
...@@ -415,7 +415,7 @@ ...@@ -415,7 +415,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 17, "execution_count": 12,
"id": "514f4c0b-bd1e-430b-9c5a-721bec381dc0", "id": "514f4c0b-bd1e-430b-9c5a-721bec381dc0",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -423,7 +423,7 @@ ...@@ -423,7 +423,7 @@
"name": "stdout", "name": "stdout",
"output_type": "stream", "output_type": "stream",
"text": [ "text": [
"Wall time: 18.1 s\n" "Wall time: 8.24 s\n"
] ]
}, },
{ {
...@@ -485,75 +485,75 @@ ...@@ -485,75 +485,75 @@
" <tbody>\n", " <tbody>\n",
" <tr>\n", " <tr>\n",
" <th>中长期纯债型基金</th>\n", " <th>中长期纯债型基金</th>\n",
" <td>912</td>\n",
" <td>912</td>\n",
" <td>674</td>\n",
" <td>912</td>\n",
" <td>912</td>\n",
" <td>912</td>\n",
" <td>912</td>\n",
" <td>912</td>\n",
" <td>912</td>\n",
" <td>912</td>\n",
" <td>912</td>\n",
" <td>912</td>\n",
" <td>872</td>\n", " <td>872</td>\n",
" <td>872</td>\n", " <td>861</td>\n",
" <td>644</td>\n", " <td>855</td>\n",
" <td>872</td>\n",
" <td>872</td>\n",
" <td>872</td>\n",
" <td>872</td>\n",
" <td>872</td>\n",
" <td>872</td>\n",
" <td>872</td>\n",
" <td>872</td>\n",
" <td>872</td>\n",
" <td>839</td>\n",
" <td>828</td>\n",
" <td>823</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>可投股票型债券基金</th>\n", " <th>可投股票型债券基金</th>\n",
" <td>365</td>\n", " <td>386</td>\n",
" <td>365</td>\n", " <td>386</td>\n",
" <td>318</td>\n", " <td>332</td>\n",
" <td>365</td>\n", " <td>386</td>\n",
" <td>365</td>\n", " <td>386</td>\n",
" <td>365</td>\n", " <td>386</td>\n",
" <td>365</td>\n", " <td>386</td>\n",
" <td>365</td>\n", " <td>386</td>\n",
" <td>365</td>\n", " <td>386</td>\n",
" <td>365</td>\n", " <td>386</td>\n",
" <td>365</td>\n", " <td>386</td>\n",
" <td>365</td>\n", " <td>386</td>\n",
" <td>365</td>\n", " <td>386</td>\n",
" <td>365</td>\n", " <td>386</td>\n",
" <td>365</td>\n", " <td>386</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>可投转债型债券基金</th>\n", " <th>可投转债型债券基金</th>\n",
" <td>101</td>\n", " <td>111</td>\n",
" <td>101</td>\n", " <td>111</td>\n",
" <td>86</td>\n", " <td>95</td>\n",
" <td>101</td>\n", " <td>111</td>\n",
" <td>101</td>\n", " <td>111</td>\n",
" <td>101</td>\n", " <td>111</td>\n",
" <td>101</td>\n", " <td>111</td>\n",
" <td>101</td>\n", " <td>111</td>\n",
" <td>101</td>\n", " <td>111</td>\n",
" <td>101</td>\n", " <td>111</td>\n",
" <td>101</td>\n", " <td>111</td>\n",
" <td>101</td>\n", " <td>111</td>\n",
" <td>101</td>\n", " <td>111</td>\n",
" <td>101</td>\n", " <td>111</td>\n",
" <td>101</td>\n", " <td>111</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>可转债基金</th>\n", " <th>可转债基金</th>\n",
" <td>42</td>\n",
" <td>42</td>\n",
" <td>36</td>\n", " <td>36</td>\n",
" <td>36</td>\n", " <td>42</td>\n",
" <td>31</td>\n", " <td>42</td>\n",
" <td>36</td>\n", " <td>42</td>\n",
" <td>36</td>\n", " <td>42</td>\n",
" <td>36</td>\n", " <td>42</td>\n",
" <td>36</td>\n", " <td>42</td>\n",
" <td>36</td>\n", " <td>42</td>\n",
" <td>36</td>\n", " <td>42</td>\n",
" <td>36</td>\n", " <td>42</td>\n",
" <td>36</td>\n", " <td>42</td>\n",
" <td>36</td>\n", " <td>42</td>\n",
" <td>36</td>\n", " <td>42</td>\n",
" <td>36</td>\n",
" <td>36</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>短期纯债型基金</th>\n", " <th>短期纯债型基金</th>\n",
...@@ -575,21 +575,21 @@ ...@@ -575,21 +575,21 @@
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>被动指数型债券基金</th>\n", " <th>被动指数型债券基金</th>\n",
" <td>13</td>\n", " <td>16</td>\n",
" <td>13</td>\n", " <td>16</td>\n",
" <td>10</td>\n", " <td>11</td>\n",
" <td>13</td>\n", " <td>16</td>\n",
" <td>13</td>\n", " <td>16</td>\n",
" <td>13</td>\n", " <td>16</td>\n",
" <td>13</td>\n", " <td>16</td>\n",
" <td>13</td>\n", " <td>16</td>\n",
" <td>13</td>\n", " <td>16</td>\n",
" <td>13</td>\n", " <td>16</td>\n",
" <td>13</td>\n", " <td>16</td>\n",
" <td>13</td>\n", " <td>16</td>\n",
" <td>13</td>\n", " <td>16</td>\n",
" <td>13</td>\n", " <td>16</td>\n",
" <td>13</td>\n", " <td>16</td>\n",
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
...@@ -598,33 +598,33 @@ ...@@ -598,33 +598,33 @@
"text/plain": [ "text/plain": [
" SECURITYID FDNAME SNAMECOMP FSYMBOL FDNATURE INVESTSTYLE \\\n", " SECURITYID FDNAME SNAMECOMP FSYMBOL FDNATURE INVESTSTYLE \\\n",
"债券型（子类） \n", "债券型（子类） \n",
"中长期纯债型基金 872 872 644 872 872 872 \n", "中长期纯债型基金 912 912 674 912 912 912 \n",
"可投股票型债券基金 365 365 318 365 365 365 \n", "可投股票型债券基金 386 386 332 386 386 386 \n",
"可投转债型债券基金 101 101 86 101 101 101 \n", "可投转债型债券基金 111 111 95 111 111 111 \n",
"可转债基金 36 36 31 36 36 36 \n", "可转债基金 42 42 36 42 42 42 \n",
"短期纯债型基金 47 47 46 47 47 47 \n", "短期纯债型基金 47 47 46 47 47 47 \n",
"被动指数型债券基金 13 13 10 13 13 13 \n", "被动指数型债券基金 16 16 11 16 16 16 \n",
"\n", "\n",
" L1CODE L1NAME L2CODE L2NAME L3CODE L3NAME BDRTO \\\n", " L1CODE L1NAME L2CODE L2NAME L3CODE L3NAME BDRTO \\\n",
"债券型（子类） \n", "债券型（子类） \n",
"中长期纯债型基金 872 872 872 872 872 872 839 \n", "中长期纯债型基金 912 912 912 912 912 912 872 \n",
"可投股票型债券基金 365 365 365 365 365 365 365 \n", "可投股票型债券基金 386 386 386 386 386 386 386 \n",
"可投转债型债券基金 101 101 101 101 101 101 101 \n", "可投转债型债券基金 111 111 111 111 111 111 111 \n",
"可转债基金 36 36 36 36 36 36 36 \n", "可转债基金 42 42 42 42 42 42 42 \n",
"短期纯债型基金 47 47 47 47 47 47 47 \n", "短期纯债型基金 47 47 47 47 47 47 47 \n",
"被动指数型债券基金 13 13 13 13 13 13 13 \n", "被动指数型债券基金 16 16 16 16 16 16 16 \n",
"\n", "\n",
" EQUITYINVERTO CONVBDRTO_TO_BDRTO \n", " EQUITYINVERTO CONVBDRTO_TO_BDRTO \n",
"债券型（子类） \n", "债券型（子类） \n",
"中长期纯债型基金 828 823 \n", "中长期纯债型基金 861 855 \n",
"可投股票型债券基金 365 365 \n", "可投股票型债券基金 386 386 \n",
"可投转债型债券基金 101 101 \n", "可投转债型债券基金 111 111 \n",
"可转债基金 36 36 \n", "可转债基金 42 42 \n",
"短期纯债型基金 47 47 \n", "短期纯债型基金 47 47 \n",
"被动指数型债券基金 13 13 " "被动指数型债券基金 16 16 "
] ]
}, },
"execution_count": 17, "execution_count": 12,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
...@@ -637,7 +637,7 @@ ...@@ -637,7 +637,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 18, "execution_count": 13,
"id": "13e11363-2e24-4a74-bd09-7b83669d4acd", "id": "13e11363-2e24-4a74-bd09-7b83669d4acd",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -647,7 +647,7 @@ ...@@ -647,7 +647,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 19, "execution_count": 14,
"id": "6c02fcff-7019-47f4-86e3-637939c9bb39", "id": "6c02fcff-7019-47f4-86e3-637939c9bb39",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -707,7 +707,7 @@ ...@@ -707,7 +707,7 @@
" <td>普通债券型基金(一级A类)</td>\n", " <td>普通债券型基金(一级A类)</td>\n",
" <td>89.97</td>\n", " <td>89.97</td>\n",
" <td>2.5125</td>\n", " <td>2.5125</td>\n",
" <td>2.636154e+01</td>\n", " <td>26.361539</td>\n",
" <td>可投股票型债券基金</td>\n", " <td>可投股票型债券基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
...@@ -726,7 +726,7 @@ ...@@ -726,7 +726,7 @@
" <td>普通债券型基金(一级B/C类)</td>\n", " <td>普通债券型基金(一级B/C类)</td>\n",
" <td>113.82</td>\n", " <td>113.82</td>\n",
" <td>2.0925</td>\n", " <td>2.0925</td>\n",
" <td>3.083827e+01</td>\n", " <td>30.838271</td>\n",
" <td>可投股票型债券基金</td>\n", " <td>可投股票型债券基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
...@@ -745,7 +745,7 @@ ...@@ -745,7 +745,7 @@
" <td>普通债券型基金(二级A类)</td>\n", " <td>普通债券型基金(二级A类)</td>\n",
" <td>84.69</td>\n", " <td>84.69</td>\n",
" <td>7.8500</td>\n", " <td>7.8500</td>\n",
" <td>9.399045e-01</td>\n", " <td>0.939904</td>\n",
" <td>可投股票型债券基金</td>\n", " <td>可投股票型债券基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
...@@ -764,7 +764,7 @@ ...@@ -764,7 +764,7 @@
" <td>普通债券型基金(二级B/C类)</td>\n", " <td>普通债券型基金(二级B/C类)</td>\n",
" <td>94.13</td>\n", " <td>94.13</td>\n",
" <td>6.4125</td>\n", " <td>6.4125</td>\n",
" <td>2.208407e+00</td>\n", " <td>2.208407</td>\n",
" <td>可投股票型债券基金</td>\n", " <td>可投股票型债券基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
...@@ -783,7 +783,7 @@ ...@@ -783,7 +783,7 @@
" <td>普通债券型基金(一级A类)</td>\n", " <td>普通债券型基金(一级A类)</td>\n",
" <td>130.35</td>\n", " <td>130.35</td>\n",
" <td>1.0475</td>\n", " <td>1.0475</td>\n",
" <td>1.173590e+01</td>\n", " <td>11.735895</td>\n",
" <td>可投股票型债券基金</td>\n", " <td>可投股票型债券基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
...@@ -806,149 +806,149 @@ ...@@ -806,149 +806,149 @@
" <td>...</td>\n", " <td>...</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>1429</th>\n", " <th>1150</th>\n",
" <td>1030002083</td>\n", " <td>2030008316</td>\n",
" <td>交银施罗德理财60天债券型证券投资基金</td>\n", " <td>金鹰持久增利债券型证券投资基金(LOF)</td>\n",
" <td>交银理财60天债券</td>\n", " <td>金鹰持久增利债券(LOF)</td>\n",
" <td>519722</td>\n", " <td>162105</td>\n",
" <td>证券投资基金</td>\n", " <td>LOF</td>\n",
" <td>收益型</td>\n", " <td>稳健成长型</td>\n",
" <td>3</td>\n", " <td>3</td>\n",
" <td>债券基金</td>\n", " <td>债券基金</td>\n",
" <td>3.6</td>\n", " <td>3.2</td>\n",
" <td>短期理财债券型基金</td>\n", " <td>普通债券型基金</td>\n",
" <td>3.6.2</td>\n", " <td>3.2.4</td>\n",
" <td>短期理财债券型基金(B/C类)</td>\n", " <td>普通债券型基金(二级B/C类)</td>\n",
" <td>92.11</td>\n", " <td>84.99</td>\n",
" <td>0.0000</td>\n", " <td>19.0050</td>\n",
" <td>2.131628e-14</td>\n", " <td>70.112516</td>\n",
" <td>短期纯债型基金</td>\n", " <td>可投股票型债券基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>1430</th>\n", " <th>1488</th>\n",
" <td>1030001814</td>\n", " <td>2030008318</td>\n",
" <td>易方达月月利理财债券型证券投资基金</td>\n", " <td>浦银安盛稳健增利债券型证券投资基金(LOF)</td>\n",
" <td>易方达月月利理财债券</td>\n", " <td>浦银安盛稳健增利债券(LOF)</td>\n",
" <td>110050</td>\n", " <td>166401</td>\n",
" <td>证券投资基金</td>\n", " <td>LOF</td>\n",
" <td>稳健成长型</td>\n", " <td>稳健成长型</td>\n",
" <td>3</td>\n", " <td>3</td>\n",
" <td>债券基金</td>\n", " <td>债券基金</td>\n",
" <td>3.6</td>\n", " <td>3.2</td>\n",
" <td>短期理财债券型基金</td>\n", " <td>普通债券型基金</td>\n",
" <td>3.6.1</td>\n", " <td>3.2.2</td>\n",
" <td>短期理财债券型基金(A类)</td>\n", " <td>普通债券型基金(一级B/C类)</td>\n",
" <td>42.43</td>\n", " <td>123.34</td>\n",
" <td>0.0000</td>\n", " <td>0.0000</td>\n",
" <td>2.131628e-14</td>\n", " <td>1.108862</td>\n",
" <td>中长期纯债型基金</td>\n", " <td>中长期纯债型基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>1431</th>\n", " <th>1149</th>\n",
" <td>1030001815</td>\n", " <td>2030008417</td>\n",
" <td>易方达月月利理财债券型证券投资基金</td>\n", " <td>金鹰元盛债券型发起式证券投资基金(LOF)</td>\n",
" <td>易方达月月利理财债券</td>\n", " <td>金鹰元盛债券(LOF)</td>\n",
" <td>110051</td>\n", " <td>162108</td>\n",
" <td>证券投资基金</td>\n", " <td>LOF</td>\n",
" <td>稳健成长型</td>\n", " <td>稳健成长型</td>\n",
" <td>3</td>\n", " <td>3</td>\n",
" <td>债券基金</td>\n", " <td>债券基金</td>\n",
" <td>3.6</td>\n", " <td>3.2</td>\n",
" <td>短期理财债券型基金</td>\n", " <td>普通债券型基金</td>\n",
" <td>3.6.2</td>\n", " <td>3.2.6</td>\n",
" <td>短期理财债券型基金(B/C类)</td>\n", " <td>普通债券型基金(可投转债B类)</td>\n",
" <td>40.81</td>\n", " <td>104.85</td>\n",
" <td>0.0000</td>\n", " <td>0.0000</td>\n",
" <td>2.131628e-14</td>\n", " <td>0.046836</td>\n",
" <td>中长期纯债型基金</td>\n", " <td>中长期纯债型基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>1432</th>\n", " <th>1199</th>\n",
" <td>1030010003</td>\n", " <td>2030011710</td>\n",
" <td>易方达掌柜季季盈理财债券型证券投资基金</td>\n", " <td>招商双债增强债券型证券投资基金(LOF)</td>\n",
" <td>易方达掌柜季季盈理财债券</td>\n", " <td>招商双债增强(LOF)</td>\n",
" <td>000833</td>\n", " <td>161716</td>\n",
" <td>证券投资基金</td>\n", " <td>LOF</td>\n",
" <td>收益型</td>\n", " <td>稳健成长型</td>\n",
" <td>3</td>\n", " <td>3</td>\n",
" <td>债券基金</td>\n", " <td>债券基金</td>\n",
" <td>3.6</td>\n", " <td>3.2</td>\n",
" <td>短期理财债券型基金</td>\n", " <td>普通债券型基金</td>\n",
" <td>3.6.1</td>\n", " <td>3.2.1</td>\n",
" <td>短期理财债券型基金(A类)</td>\n", " <td>普通债券型基金(一级A类)</td>\n",
" <td>43.34</td>\n", " <td>90.45</td>\n",
" <td>0.0000</td>\n", " <td>0.0550</td>\n",
" <td>1.421085e-14</td>\n", " <td>1.440198</td>\n",
" <td>中长期纯债型基金</td>\n", " <td>中长期纯债型基金</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>1433</th>\n", " <th>1504</th>\n",
" <td>1030002674</td>\n", " <td>2030012612</td>\n",
" <td>农银汇理14天理财债券型证券投资基金</td>\n", " <td>富国天盈债券型证券投资基金(LOF)</td>\n",
" <td>农银14天理财债券</td>\n", " <td>富国天盈债券(LOF)</td>\n",
" <td>000322</td>\n", " <td>161015</td>\n",
" <td>证券投资基金</td>\n", " <td>LOF</td>\n",
" <td>收益型</td>\n", " <td>稳健成长型</td>\n",
" <td>3</td>\n", " <td>3</td>\n",
" <td>债券基金</td>\n", " <td>债券基金</td>\n",
" <td>3.6</td>\n", " <td>3.2</td>\n",
" <td>短期理财债券型基金</td>\n", " <td>普通债券型基金</td>\n",
" <td>3.6.1</td>\n", " <td>3.2.1</td>\n",
" <td>短期理财债券型基金(A类)</td>\n", " <td>普通债券型基金(一级A类)</td>\n",
" <td>91.56</td>\n", " <td>97.28</td>\n",
" <td>0.0000</td>\n", " <td>0.0000</td>\n",
" <td>2.309264e-14</td>\n", " <td>16.036070</td>\n",
" <td>短期纯债型基金</td>\n", " <td>可投转债型债券基金</td>\n",
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
"<p>1434 rows × 16 columns</p>\n", "<p>1514 rows × 16 columns</p>\n",
"</div>" "</div>"
], ],
"text/plain": [ "text/plain": [
" SECURITYID FDNAME SNAMECOMP FSYMBOL FDNATURE \\\n", " SECURITYID FDNAME SNAMECOMP FSYMBOL FDNATURE \\\n",
"0 1030000011 华夏债券投资基金 华夏债券 001001 证券投资基金 \n", "0 1030000011 华夏债券投资基金 华夏债券 001001 证券投资基金 \n",
"1 1030000012 华夏债券投资基金 华夏债券 001003 证券投资基金 \n", "1 1030000012 华夏债券投资基金 华夏债券 001003 证券投资基金 \n",
"2 1030000014 华夏希望债券型证券投资基金 华夏希望债券 001011 证券投资基金 \n", "2 1030000014 华夏希望债券型证券投资基金 华夏希望债券 001011 证券投资基金 \n",
"3 1030000015 华夏希望债券型证券投资基金 华夏希望债券 001013 证券投资基金 \n", "3 1030000015 华夏希望债券型证券投资基金 华夏希望债券 001013 证券投资基金 \n",
"4 1030000022 国泰金龙债券证券投资基金 国泰金龙债券 020002 证券投资基金 \n", "4 1030000022 国泰金龙债券证券投资基金 国泰金龙债券 020002 证券投资基金 \n",
"... ... ... ... ... ... \n", "... ... ... ... ... ... \n",
"1429 1030002083 交银施罗德理财60天债券型证券投资基金 交银理财60天债券 519722 证券投资基金 \n", "1150 2030008316 金鹰持久增利债券型证券投资基金(LOF) 金鹰持久增利债券(LOF) 162105 LOF \n",
"1430 1030001814 易方达月月利理财债券型证券投资基金 易方达月月利理财债券 110050 证券投资基金 \n", "1488 2030008318 浦银安盛稳健增利债券型证券投资基金(LOF) 浦银安盛稳健增利债券(LOF) 166401 LOF \n",
"1431 1030001815 易方达月月利理财债券型证券投资基金 易方达月月利理财债券 110051 证券投资基金 \n", "1149 2030008417 金鹰元盛债券型发起式证券投资基金(LOF) 金鹰元盛债券(LOF) 162108 LOF \n",
"1432 1030010003 易方达掌柜季季盈理财债券型证券投资基金 易方达掌柜季季盈理财债券 000833 证券投资基金 \n", "1199 2030011710 招商双债增强债券型证券投资基金(LOF) 招商双债增强(LOF) 161716 LOF \n",
"1433 1030002674 农银汇理14天理财债券型证券投资基金 农银14天理财债券 000322 证券投资基金 \n", "1504 2030012612 富国天盈债券型证券投资基金(LOF) 富国天盈债券(LOF) 161015 LOF \n",
"\n", "\n",
" INVESTSTYLE L1CODE L1NAME L2CODE L2NAME L3CODE L3NAME \\\n", " INVESTSTYLE L1CODE L1NAME L2CODE L2NAME L3CODE L3NAME \\\n",
"0 收益型 3 债券基金 3.2 普通债券型基金 3.2.1 普通债券型基金(一级A类) \n", "0 收益型 3 债券基金 3.2 普通债券型基金 3.2.1 普通债券型基金(一级A类) \n",
"1 收益型 3 债券基金 3.2 普通债券型基金 3.2.2 普通债券型基金(一级B/C类) \n", "1 收益型 3 债券基金 3.2 普通债券型基金 3.2.2 普通债券型基金(一级B/C类) \n",
"2 收益型 3 债券基金 3.2 普通债券型基金 3.2.3 普通债券型基金(二级A类) \n", "2 收益型 3 债券基金 3.2 普通债券型基金 3.2.3 普通债券型基金(二级A类) \n",
"3 收益型 3 债券基金 3.2 普通债券型基金 3.2.4 普通债券型基金(二级B/C类) \n", "3 收益型 3 债券基金 3.2 普通债券型基金 3.2.4 普通债券型基金(二级B/C类) \n",
"4 收益型 3 债券基金 3.2 普通债券型基金 3.2.1 普通债券型基金(一级A类) \n", "4 收益型 3 债券基金 3.2 普通债券型基金 3.2.1 普通债券型基金(一级A类) \n",
"... ... ... ... ... ... ... ... \n", "... ... ... ... ... ... ... ... \n",
"1429 收益型 3 债券基金 3.6 短期理财债券型基金 3.6.2 短期理财债券型基金(B/C类) \n", "1150 稳健成长型 3 债券基金 3.2 普通债券型基金 3.2.4 普通债券型基金(二级B/C类) \n",
"1430 稳健成长型 3 债券基金 3.6 短期理财债券型基金 3.6.1 短期理财债券型基金(A类) \n", "1488 稳健成长型 3 债券基金 3.2 普通债券型基金 3.2.2 普通债券型基金(一级B/C类) \n",
"1431 稳健成长型 3 债券基金 3.6 短期理财债券型基金 3.6.2 短期理财债券型基金(B/C类) \n", "1149 稳健成长型 3 债券基金 3.2 普通债券型基金 3.2.6 普通债券型基金(可投转债B类) \n",
"1432 收益型 3 债券基金 3.6 短期理财债券型基金 3.6.1 短期理财债券型基金(A类) \n", "1199 稳健成长型 3 债券基金 3.2 普通债券型基金 3.2.1 普通债券型基金(一级A类) \n",
"1433 收益型 3 债券基金 3.6 短期理财债券型基金 3.6.1 短期理财债券型基金(A类) \n", "1504 稳健成长型 3 债券基金 3.2 普通债券型基金 3.2.1 普通债券型基金(一级A类) \n",
"\n", "\n",
" BDRTO EQUITYINVERTO CONVBDRTO_TO_BDRTO 债券型（子类） \n", " BDRTO EQUITYINVERTO CONVBDRTO_TO_BDRTO 债券型（子类） \n",
"0 89.97 2.5125 2.636154e+01 可投股票型债券基金 \n", "0 89.97 2.5125 26.361539 可投股票型债券基金 \n",
"1 113.82 2.0925 3.083827e+01 可投股票型债券基金 \n", "1 113.82 2.0925 30.838271 可投股票型债券基金 \n",
"2 84.69 7.8500 9.399045e-01 可投股票型债券基金 \n", "2 84.69 7.8500 0.939904 可投股票型债券基金 \n",
"3 94.13 6.4125 2.208407e+00 可投股票型债券基金 \n", "3 94.13 6.4125 2.208407 可投股票型债券基金 \n",
"4 130.35 1.0475 1.173590e+01 可投股票型债券基金 \n", "4 130.35 1.0475 11.735895 可投股票型债券基金 \n",
"... ... ... ... ... \n", "... ... ... ... ... \n",
"1429 92.11 0.0000 2.131628e-14 短期纯债型基金 \n", "1150 84.99 19.0050 70.112516 可投股票型债券基金 \n",
"1430 42.43 0.0000 2.131628e-14 中长期纯债型基金 \n", "1488 123.34 0.0000 1.108862 中长期纯债型基金 \n",
"1431 40.81 0.0000 2.131628e-14 中长期纯债型基金 \n", "1149 104.85 0.0000 0.046836 中长期纯债型基金 \n",
"1432 43.34 0.0000 1.421085e-14 中长期纯债型基金 \n", "1199 90.45 0.0550 1.440198 中长期纯债型基金 \n",
"1433 91.56 0.0000 2.309264e-14 短期纯债型基金 \n", "1504 97.28 0.0000 16.036070 可投转债型债券基金 \n",
"\n", "\n",
"[1434 rows x 16 columns]" "[1514 rows x 16 columns]"
] ]
}, },
"execution_count": 19, "execution_count": 14,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
...@@ -968,25 +968,25 @@ ...@@ -968,25 +968,25 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 22, "execution_count": 15,
"id": "bc46497a-3044-4455-b427-5e461acffc71", "id": "bc46497a-3044-4455-b427-5e461acffc71",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
"# 我们只计算指数的每日收益\n", "# 我们只计算指数的每日收益\n",
"# 在确定指数的基准日之后，可以直接使用收益计算指数的值。\n", "# 在确定指数的基准日之后，可以直接使用收益计算指数的值。\n",
"# 使用 TQ_FD_DERIVEDN 获取基金的净值情况\n", "# 使用 fd_qtfdnav 获取基金的净值情况\n",
"\n", "\n",
"start_dt = \"2015-01-31\"\n", "start_dt = \"2015-01-31\"\n",
"final_trade_dt = \"2021-11-09\"\n", "final_trade_dt = \"2021-11-09\"\n",
"nav_type = \"ACCUNITNAV\"\n", "nav_type = \"REPAIRUNITNAV\"\n",
"\n", "\n",
"rebalance_dates = [d.strftime(\"%Y%m%d\") for d in makeSchedule(start_dt, final_trade_dt, tenor=\"3M\", calendar=\"china.sse\", dateRule=BizDayConventions.ModifiedFollowing)]" "rebalance_dates = [d.strftime(\"%Y%m%d\") for d in makeSchedule(start_dt, final_trade_dt, tenor=\"3M\", calendar=\"china.sse\", dateRule=BizDayConventions.ModifiedFollowing)]"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 23, "execution_count": 16,
"id": "4555a339-5ad5-4158-81a0-4011ab35d755", "id": "4555a339-5ad5-4158-81a0-4011ab35d755",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -1044,7 +1044,7 @@ ...@@ -1044,7 +1044,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 24, "execution_count": 17,
"id": "f1f60b62-c7c8-4295-9b3c-4fbbc7bc26bd", "id": "f1f60b62-c7c8-4295-9b3c-4fbbc7bc26bd",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -1055,7 +1055,7 @@ ...@@ -1055,7 +1055,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 25, "execution_count": 18,
"id": "0c53a5ad-430e-459a-b8cf-13ab69b5e3f4", "id": "0c53a5ad-430e-459a-b8cf-13ab69b5e3f4",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -1100,255 +1100,255 @@ ...@@ -1100,255 +1100,255 @@
" <tbody>\n", " <tbody>\n",
" <tr>\n", " <tr>\n",
" <th>20150430</th>\n", " <th>20150430</th>\n",
" <td>0.034479</td>\n", " <td>0.037476</td>\n",
" <td>0.063696</td>\n", " <td>0.071453</td>\n",
" <td>0.032673</td>\n", " <td>0.037418</td>\n",
" <td>0.183849</td>\n", " <td>0.198128</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.014805</td>\n", " <td>0.018172</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20150731</th>\n", " <th>20150731</th>\n",
" <td>0.019400</td>\n", " <td>0.018956</td>\n",
" <td>-0.001548</td>\n", " <td>0.001535</td>\n",
" <td>0.009070</td>\n", " <td>0.013327</td>\n",
" <td>-0.181313</td>\n", " <td>-0.127380</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.009040</td>\n", " <td>0.007441</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20151030</th>\n", " <th>20151030</th>\n",
" <td>0.020021</td>\n", " <td>0.022873</td>\n",
" <td>0.016197</td>\n", " <td>0.018455</td>\n",
" <td>0.016724</td>\n", " <td>0.022593</td>\n",
" <td>0.005966</td>\n", " <td>0.003761</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.022635</td>\n", " <td>0.023658</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20160129</th>\n", " <th>20160129</th>\n",
" <td>0.007229</td>\n", " <td>0.007949</td>\n",
" <td>-0.010521</td>\n", " <td>-0.011013</td>\n",
" <td>0.008773</td>\n", " <td>0.008938</td>\n",
" <td>-0.119380</td>\n", " <td>-0.130587</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.013658</td>\n", " <td>0.016942</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20160429</th>\n", " <th>20160429</th>\n",
" <td>0.001324</td>\n", " <td>0.001275</td>\n",
" <td>0.004405</td>\n", " <td>0.006342</td>\n",
" <td>0.001468</td>\n", " <td>0.002166</td>\n",
" <td>-0.009268</td>\n", " <td>-0.013352</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>-0.000637</td>\n", " <td>0.000653</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20160729</th>\n", " <th>20160729</th>\n",
" <td>0.022094</td>\n", " <td>0.023722</td>\n",
" <td>0.016901</td>\n", " <td>0.021698</td>\n",
" <td>0.018205</td>\n", " <td>0.020302</td>\n",
" <td>-0.006460</td>\n", " <td>-0.010029</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.020109</td>\n", " <td>0.020498</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20161031</th>\n", " <th>20161031</th>\n",
" <td>0.011922</td>\n", " <td>0.014215</td>\n",
" <td>0.014196</td>\n", " <td>0.016430</td>\n",
" <td>0.012508</td>\n", " <td>0.014736</td>\n",
" <td>0.032989</td>\n", " <td>0.042255</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.008745</td>\n", " <td>0.010548</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20170126</th>\n", " <th>20170126</th>\n",
" <td>-0.014330</td>\n", " <td>-0.017846</td>\n",
" <td>-0.018991</td>\n", " <td>-0.020942</td>\n",
" <td>-0.017139</td>\n", " <td>-0.020554</td>\n",
" <td>-0.047551</td>\n", " <td>-0.058226</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>-0.022332</td>\n", " <td>-0.022313</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20170428</th>\n", " <th>20170428</th>\n",
" <td>-0.000164</td>\n", " <td>-0.000509</td>\n",
" <td>-0.001997</td>\n", " <td>-0.003125</td>\n",
" <td>-0.004151</td>\n", " <td>-0.004312</td>\n",
" <td>-0.017770</td>\n", " <td>-0.021898</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>-0.005754</td>\n", " <td>-0.006358</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20170731</th>\n", " <th>20170731</th>\n",
" <td>0.009207</td>\n", " <td>0.010952</td>\n",
" <td>0.016115</td>\n", " <td>0.019257</td>\n",
" <td>0.013353</td>\n", " <td>0.014136</td>\n",
" <td>0.052517</td>\n", " <td>0.058795</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.008622</td>\n", " <td>0.006517</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20171031</th>\n", " <th>20171031</th>\n",
" <td>0.002973</td>\n", " <td>0.003653</td>\n",
" <td>0.005631</td>\n", " <td>0.005778</td>\n",
" <td>0.000693</td>\n", " <td>-0.001109</td>\n",
" <td>-0.011472</td>\n", " <td>-0.024401</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>-0.002618</td>\n", " <td>-0.003102</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20180131</th>\n", " <th>20180131</th>\n",
" <td>0.002856</td>\n", " <td>0.003790</td>\n",
" <td>0.002161</td>\n", " <td>0.002410</td>\n",
" <td>0.003578</td>\n", " <td>0.004837</td>\n",
" <td>-0.002312</td>\n", " <td>-0.021918</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>-0.000959</td>\n", " <td>-0.000095</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20180427</th>\n", " <th>20180427</th>\n",
" <td>0.010737</td>\n", " <td>0.012518</td>\n",
" <td>-0.003246</td>\n", " <td>-0.002870</td>\n",
" <td>0.006862</td>\n", " <td>0.010906</td>\n",
" <td>-0.037163</td>\n", " <td>-0.049865</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.019114</td>\n", " <td>0.021583</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20180731</th>\n", " <th>20180731</th>\n",
" <td>0.012652</td>\n", " <td>0.014331</td>\n",
" <td>-0.001165</td>\n", " <td>-0.000125</td>\n",
" <td>0.003819</td>\n", " <td>0.004059</td>\n",
" <td>-0.024569</td>\n", " <td>-0.035552</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.013552</td>\n", " <td>0.013743</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20181031</th>\n", " <th>20181031</th>\n",
" <td>0.008132</td>\n", " <td>0.009141</td>\n",
" <td>-0.009180</td>\n", " <td>-0.010773</td>\n",
" <td>0.002610</td>\n", " <td>0.001818</td>\n",
" <td>-0.036136</td>\n", " <td>-0.038149</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.005083</td>\n", " <td>0.006395</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20190131</th>\n", " <th>20190131</th>\n",
" <td>0.016633</td>\n", " <td>0.020620</td>\n",
" <td>0.015582</td>\n", " <td>0.018970</td>\n",
" <td>0.017705</td>\n", " <td>0.021723</td>\n",
" <td>0.023647</td>\n", " <td>0.033280</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.023591</td>\n", " <td>0.023644</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20190430</th>\n", " <th>20190430</th>\n",
" <td>0.004107</td>\n", " <td>0.004743</td>\n",
" <td>0.024255</td>\n", " <td>0.028494</td>\n",
" <td>0.008872</td>\n", " <td>0.010944</td>\n",
" <td>0.077805</td>\n", " <td>0.088468</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>-0.002473</td>\n", " <td>-0.001468</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20190731</th>\n", " <th>20190731</th>\n",
" <td>0.013486</td>\n", " <td>0.015049</td>\n",
" <td>0.010240</td>\n", " <td>0.012076</td>\n",
" <td>0.011304</td>\n", " <td>0.014541</td>\n",
" <td>0.008921</td>\n", " <td>0.009133</td>\n",
" <td>NaN</td>\n", " <td>NaN</td>\n",
" <td>0.018150</td>\n", " <td>0.017625</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20191031</th>\n", " <th>20191031</th>\n",
" <td>0.006626</td>\n", " <td>0.007223</td>\n",
" <td>0.008738</td>\n", " <td>0.010047</td>\n",
" <td>0.004951</td>\n", " <td>0.006472</td>\n",
" <td>0.020864</td>\n", " <td>0.021113</td>\n",
" <td>0.004760</td>\n", " <td>0.004760</td>\n",
" <td>0.000660</td>\n", " <td>0.001756</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20200123</th>\n", " <th>20200123</th>\n",
" <td>0.013786</td>\n", " <td>0.015388</td>\n",
" <td>0.029069</td>\n", " <td>0.033328</td>\n",
" <td>0.019760</td>\n", " <td>0.025721</td>\n",
" <td>0.076251</td>\n", " <td>0.085634</td>\n",
" <td>0.006556</td>\n", " <td>0.006556</td>\n",
" <td>0.024796</td>\n", " <td>0.024436</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20200430</th>\n", " <th>20200430</th>\n",
" <td>0.023366</td>\n", " <td>0.026181</td>\n",
" <td>0.016964</td>\n", " <td>0.019730</td>\n",
" <td>0.021935</td>\n", " <td>0.025641</td>\n",
" <td>0.012439</td>\n", " <td>0.009637</td>\n",
" <td>0.009453</td>\n", " <td>0.009453</td>\n",
" <td>0.038346</td>\n", " <td>0.038943</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20200731</th>\n", " <th>20200731</th>\n",
" <td>-0.010189</td>\n", " <td>-0.011059</td>\n",
" <td>0.031070</td>\n", " <td>0.035519</td>\n",
" <td>-0.003322</td>\n", " <td>-0.002675</td>\n",
" <td>0.118942</td>\n", " <td>0.120494</td>\n",
" <td>-0.002586</td>\n", " <td>-0.002586</td>\n",
" <td>-0.025098</td>\n", " <td>-0.024468</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20201030</th>\n", " <th>20201030</th>\n",
" <td>0.003520</td>\n", " <td>0.004000</td>\n",
" <td>-0.001249</td>\n", " <td>-0.001364</td>\n",
" <td>0.003896</td>\n", " <td>0.004624</td>\n",
" <td>-0.019060</td>\n", " <td>-0.021214</td>\n",
" <td>0.005121</td>\n", " <td>0.005135</td>\n",
" <td>-0.000607</td>\n", " <td>-0.000447</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20210129</th>\n", " <th>20210129</th>\n",
" <td>0.004356</td>\n", " <td>0.004376</td>\n",
" <td>0.022295</td>\n", " <td>0.025257</td>\n",
" <td>-0.000615</td>\n", " <td>-0.001183</td>\n",
" <td>0.031268</td>\n", " <td>0.033135</td>\n",
" <td>0.005805</td>\n", " <td>0.005817</td>\n",
" <td>0.007023</td>\n", " <td>0.007652</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20210430</th>\n", " <th>20210430</th>\n",
" <td>0.008612</td>\n", " <td>0.009735</td>\n",
" <td>0.003041</td>\n", " <td>0.003586</td>\n",
" <td>0.008605</td>\n", " <td>0.011396</td>\n",
" <td>-0.006812</td>\n", " <td>-0.007238</td>\n",
" <td>0.007172</td>\n", " <td>0.007197</td>\n",
" <td>0.009691</td>\n", " <td>0.010197</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20210730</th>\n", " <th>20210730</th>\n",
" <td>0.012645</td>\n", " <td>0.014541</td>\n",
" <td>0.024389</td>\n", " <td>0.028723</td>\n",
" <td>0.018007</td>\n", " <td>0.022178</td>\n",
" <td>0.086978</td>\n", " <td>0.094715</td>\n",
" <td>0.008632</td>\n", " <td>0.008663</td>\n",
" <td>0.019126</td>\n", " <td>0.021628</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20211029</th>\n", " <th>20211029</th>\n",
" <td>0.004715</td>\n", " <td>0.005601</td>\n",
" <td>0.010570</td>\n", " <td>0.012241</td>\n",
" <td>0.010486</td>\n", " <td>0.013179</td>\n",
" <td>0.028148</td>\n", " <td>0.030556</td>\n",
" <td>0.005253</td>\n", " <td>0.005271</td>\n",
" <td>0.005790</td>\n", " <td>0.005577</td>\n",
" </tr>\n", " </tr>\n",
" <tr>\n", " <tr>\n",
" <th>20211109</th>\n", " <th>20211109</th>\n",
" <td>-0.000225</td>\n", " <td>-0.000208</td>\n",
" <td>0.003994</td>\n", " <td>0.004784</td>\n",
" <td>0.004603</td>\n", " <td>0.005299</td>\n",
" <td>0.017187</td>\n", " <td>0.017814</td>\n",
" <td>0.000087</td>\n", " <td>0.000090</td>\n",
" <td>0.003661</td>\n", " <td>0.004013</td>\n",
" </tr>\n", " </tr>\n",
" </tbody>\n", " </tbody>\n",
"</table>\n", "</table>\n",
...@@ -1357,37 +1357,37 @@ ...@@ -1357,37 +1357,37 @@
"text/plain": [ "text/plain": [
"债券型（子类） 中长期纯债型基金 可投股票型债券基金 可投转债型债券基金 可转债基金 短期纯债型基金 被动指数型债券基金\n", "债券型（子类） 中长期纯债型基金 可投股票型债券基金 可投转债型债券基金 可转债基金 短期纯债型基金 被动指数型债券基金\n",
"level_0 \n", "level_0 \n",
"20150430 0.034479 0.063696 0.032673 0.183849 NaN 0.014805\n", "20150430 0.037476 0.071453 0.037418 0.198128 NaN 0.018172\n",
"20150731 0.019400 -0.001548 0.009070 -0.181313 NaN 0.009040\n", "20150731 0.018956 0.001535 0.013327 -0.127380 NaN 0.007441\n",
"20151030 0.020021 0.016197 0.016724 0.005966 NaN 0.022635\n", "20151030 0.022873 0.018455 0.022593 0.003761 NaN 0.023658\n",
"20160129 0.007229 -0.010521 0.008773 -0.119380 NaN 0.013658\n", "20160129 0.007949 -0.011013 0.008938 -0.130587 NaN 0.016942\n",
"20160429 0.001324 0.004405 0.001468 -0.009268 NaN -0.000637\n", "20160429 0.001275 0.006342 0.002166 -0.013352 NaN 0.000653\n",
"20160729 0.022094 0.016901 0.018205 -0.006460 NaN 0.020109\n", "20160729 0.023722 0.021698 0.020302 -0.010029 NaN 0.020498\n",
"20161031 0.011922 0.014196 0.012508 0.032989 NaN 0.008745\n", "20161031 0.014215 0.016430 0.014736 0.042255 NaN 0.010548\n",
"20170126 -0.014330 -0.018991 -0.017139 -0.047551 NaN -0.022332\n", "20170126 -0.017846 -0.020942 -0.020554 -0.058226 NaN -0.022313\n",
"20170428 -0.000164 -0.001997 -0.004151 -0.017770 NaN -0.005754\n", "20170428 -0.000509 -0.003125 -0.004312 -0.021898 NaN -0.006358\n",
"20170731 0.009207 0.016115 0.013353 0.052517 NaN 0.008622\n", "20170731 0.010952 0.019257 0.014136 0.058795 NaN 0.006517\n",
"20171031 0.002973 0.005631 0.000693 -0.011472 NaN -0.002618\n", "20171031 0.003653 0.005778 -0.001109 -0.024401 NaN -0.003102\n",
"20180131 0.002856 0.002161 0.003578 -0.002312 NaN -0.000959\n", "20180131 0.003790 0.002410 0.004837 -0.021918 NaN -0.000095\n",
"20180427 0.010737 -0.003246 0.006862 -0.037163 NaN 0.019114\n", "20180427 0.012518 -0.002870 0.010906 -0.049865 NaN 0.021583\n",
"20180731 0.012652 -0.001165 0.003819 -0.024569 NaN 0.013552\n", "20180731 0.014331 -0.000125 0.004059 -0.035552 NaN 0.013743\n",
"20181031 0.008132 -0.009180 0.002610 -0.036136 NaN 0.005083\n", "20181031 0.009141 -0.010773 0.001818 -0.038149 NaN 0.006395\n",
"20190131 0.016633 0.015582 0.017705 0.023647 NaN 0.023591\n", "20190131 0.020620 0.018970 0.021723 0.033280 NaN 0.023644\n",
"20190430 0.004107 0.024255 0.008872 0.077805 NaN -0.002473\n", "20190430 0.004743 0.028494 0.010944 0.088468 NaN -0.001468\n",
"20190731 0.013486 0.010240 0.011304 0.008921 NaN 0.018150\n", "20190731 0.015049 0.012076 0.014541 0.009133 NaN 0.017625\n",
"20191031 0.006626 0.008738 0.004951 0.020864 0.004760 0.000660\n", "20191031 0.007223 0.010047 0.006472 0.021113 0.004760 0.001756\n",
"20200123 0.013786 0.029069 0.019760 0.076251 0.006556 0.024796\n", "20200123 0.015388 0.033328 0.025721 0.085634 0.006556 0.024436\n",
"20200430 0.023366 0.016964 0.021935 0.012439 0.009453 0.038346\n", "20200430 0.026181 0.019730 0.025641 0.009637 0.009453 0.038943\n",
"20200731 -0.010189 0.031070 -0.003322 0.118942 -0.002586 -0.025098\n", "20200731 -0.011059 0.035519 -0.002675 0.120494 -0.002586 -0.024468\n",
"20201030 0.003520 -0.001249 0.003896 -0.019060 0.005121 -0.000607\n", "20201030 0.004000 -0.001364 0.004624 -0.021214 0.005135 -0.000447\n",
"20210129 0.004356 0.022295 -0.000615 0.031268 0.005805 0.007023\n", "20210129 0.004376 0.025257 -0.001183 0.033135 0.005817 0.007652\n",
"20210430 0.008612 0.003041 0.008605 -0.006812 0.007172 0.009691\n", "20210430 0.009735 0.003586 0.011396 -0.007238 0.007197 0.010197\n",
"20210730 0.012645 0.024389 0.018007 0.086978 0.008632 0.019126\n", "20210730 0.014541 0.028723 0.022178 0.094715 0.008663 0.021628\n",
"20211029 0.004715 0.010570 0.010486 0.028148 0.005253 0.005790\n", "20211029 0.005601 0.012241 0.013179 0.030556 0.005271 0.005577\n",
"20211109 -0.000225 0.003994 0.004603 0.017187 0.000087 0.003661" "20211109 -0.000208 0.004784 0.005299 0.017814 0.000090 0.004013"
] ]
}, },
"execution_count": 25, "execution_count": 18,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
......
040 货币基金.ipynb
View file @ 8bb09c9a
...@@ -2,7 +2,7 @@ ...@@ -2,7 +2,7 @@
"cells": [ "cells": [
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 1, "execution_count": 8,
"id": "51382765-24b4-4e5e-a118-077b276e0774", "id": "51382765-24b4-4e5e-a118-077b276e0774",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -19,7 +19,7 @@ ...@@ -19,7 +19,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 2, "execution_count": 9,
"id": "47939edc-07d2-4c8e-b061-187806e124ea", "id": "47939edc-07d2-4c8e-b061-187806e124ea",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -31,7 +31,7 @@ ...@@ -31,7 +31,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 3, "execution_count": 10,
"id": "9a596482-dd98-49dc-b717-c17177f2cd64", "id": "9a596482-dd98-49dc-b717-c17177f2cd64",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -43,7 +43,7 @@ ...@@ -43,7 +43,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 4, "execution_count": 11,
"id": "7e1a0517-e3de-4ea7-ae3c-9c2292c63260", "id": "7e1a0517-e3de-4ea7-ae3c-9c2292c63260",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -54,7 +54,7 @@ ...@@ -54,7 +54,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 5, "execution_count": 12,
"id": "b0d0d48b-708b-447a-922b-500fbfb97600", "id": "b0d0d48b-708b-447a-922b-500fbfb97600",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -64,7 +64,7 @@ ...@@ -64,7 +64,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 6, "execution_count": 13,
"id": "5ccf2dc7-fea9-4d52-b15d-e8ff55fac3dc", "id": "5ccf2dc7-fea9-4d52-b15d-e8ff55fac3dc",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -76,7 +76,7 @@ ...@@ -76,7 +76,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 7, "execution_count": 14,
"id": "9d34507e-9efd-479a-8b25-a095de5a552c", "id": "9d34507e-9efd-479a-8b25-a095de5a552c",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -148,7 +148,7 @@ ...@@ -148,7 +148,7 @@
"场外货币型基金 542 542 496 542 542 542" "场外货币型基金 542 542 496 542 542 542"
] ]
}, },
"execution_count": 7, "execution_count": 14,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
......
050 另类投资基金.ipynb
View file @ 8bb09c9a
...@@ -2,7 +2,7 @@ ...@@ -2,7 +2,7 @@
"cells": [ "cells": [
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 1, "execution_count": 8,
"id": "76b46662-651d-4bcd-b554-f116051cf297", "id": "76b46662-651d-4bcd-b554-f116051cf297",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -19,7 +19,7 @@ ...@@ -19,7 +19,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 2, "execution_count": 9,
"id": "f5d4b805-d5a3-4b4c-8429-7044e9bef831", "id": "f5d4b805-d5a3-4b4c-8429-7044e9bef831",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -31,7 +31,7 @@ ...@@ -31,7 +31,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 3, "execution_count": 10,
"id": "72d3f785-aee7-44d9-a393-3abbdb4d60a4", "id": "72d3f785-aee7-44d9-a393-3abbdb4d60a4",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -43,7 +43,7 @@ ...@@ -43,7 +43,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 4, "execution_count": 11,
"id": "f5f5cc7d-c2d4-4c7f-b8a9-dd133407f9c6", "id": "f5f5cc7d-c2d4-4c7f-b8a9-dd133407f9c6",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -54,7 +54,7 @@ ...@@ -54,7 +54,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 5, "execution_count": 12,
"id": "52607b95-9d62-4f68-8256-984827dd0bea", "id": "52607b95-9d62-4f68-8256-984827dd0bea",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -64,7 +64,7 @@ ...@@ -64,7 +64,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 6, "execution_count": 13,
"id": "60fe66ee-a8d3-4a33-8c5a-555f68d9758c", "id": "60fe66ee-a8d3-4a33-8c5a-555f68d9758c",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -76,7 +76,7 @@ ...@@ -76,7 +76,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 7, "execution_count": 14,
"id": "1bb62bc7-2515-415a-8eec-087d2d1787b6", "id": "1bb62bc7-2515-415a-8eec-087d2d1787b6",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -177,7 +177,7 @@ ...@@ -177,7 +177,7 @@
"量化对冲基金 10 17 17 17 " "量化对冲基金 10 17 17 17 "
] ]
}, },
"execution_count": 7, "execution_count": 14,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
......
060 QDII基金.ipynb
View file @ 8bb09c9a
...@@ -2,7 +2,7 @@ ...@@ -2,7 +2,7 @@
"cells": [ "cells": [
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 2, "execution_count": 10,
"id": "b81e5b9e-b8f5-4198-b98c-2e26f025875c", "id": "b81e5b9e-b8f5-4198-b98c-2e26f025875c",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -19,7 +19,7 @@ ...@@ -19,7 +19,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 3, "execution_count": 11,
"id": "8bf4331c-c1db-47b4-b72d-10d5ccb72657", "id": "8bf4331c-c1db-47b4-b72d-10d5ccb72657",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -31,7 +31,7 @@ ...@@ -31,7 +31,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 4, "execution_count": 12,
"id": "d228ec88-a55b-4451-8a69-1a0e490b9161", "id": "d228ec88-a55b-4451-8a69-1a0e490b9161",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -43,7 +43,7 @@ ...@@ -43,7 +43,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 5, "execution_count": 13,
"id": "7763ee34-dbba-4297-b2d8-16fc98be8a3b", "id": "7763ee34-dbba-4297-b2d8-16fc98be8a3b",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -54,7 +54,7 @@ ...@@ -54,7 +54,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 6, "execution_count": 14,
"id": "e12d8f3b-0570-40db-9ec3-d6804b78c686", "id": "e12d8f3b-0570-40db-9ec3-d6804b78c686",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -64,7 +64,7 @@ ...@@ -64,7 +64,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 7, "execution_count": 15,
"id": "b3f87023-d068-4014-975c-22db615c3273", "id": "b3f87023-d068-4014-975c-22db615c3273",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -75,7 +75,7 @@ ...@@ -75,7 +75,7 @@
" 'QDII房地产信托基金', '灵活配置型基金(股票上限95%)（A类）'], dtype=object)" " 'QDII房地产信托基金', '灵活配置型基金(股票上限95%)（A类）'], dtype=object)"
] ]
}, },
"execution_count": 7, "execution_count": 15,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
...@@ -86,7 +86,7 @@ ...@@ -86,7 +86,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 8, "execution_count": 16,
"id": "0efd51eb-a03c-440b-b083-a36df52f9185", "id": "0efd51eb-a03c-440b-b083-a36df52f9185",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -100,7 +100,7 @@ ...@@ -100,7 +100,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 9, "execution_count": 17,
"id": "850b9707-8849-48b5-9b39-9111ab78ccc1", "id": "850b9707-8849-48b5-9b39-9111ab78ccc1",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -235,7 +235,7 @@ ...@@ -235,7 +235,7 @@
"QDII股票型基金 53 40 53 53 53 " "QDII股票型基金 53 40 53 53 53 "
] ]
}, },
"execution_count": 9, "execution_count": 17,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
......
070 FOF基金.ipynb
View file @ 8bb09c9a
...@@ -2,7 +2,7 @@ ...@@ -2,7 +2,7 @@
"cells": [ "cells": [
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 1, "execution_count": 9,
"id": "de082674-0285-4894-905a-52da1ab1727d", "id": "de082674-0285-4894-905a-52da1ab1727d",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -19,7 +19,7 @@ ...@@ -19,7 +19,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 2, "execution_count": 10,
"id": "11d2dbfe-b1c7-41b1-8df3-b6f40b096f83", "id": "11d2dbfe-b1c7-41b1-8df3-b6f40b096f83",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -31,7 +31,7 @@ ...@@ -31,7 +31,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 4, "execution_count": 11,
"id": "004a8f9f-4011-48c6-a5dd-327cce42de51", "id": "004a8f9f-4011-48c6-a5dd-327cce42de51",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -43,7 +43,7 @@ ...@@ -43,7 +43,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 5, "execution_count": 12,
"id": "acf00858-6782-4ecb-8a87-9045810ce589", "id": "acf00858-6782-4ecb-8a87-9045810ce589",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -54,7 +54,7 @@ ...@@ -54,7 +54,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 7, "execution_count": 13,
"id": "08bfc149-90e5-405d-a1f2-6ec750c26f9e", "id": "08bfc149-90e5-405d-a1f2-6ec750c26f9e",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
...@@ -65,7 +65,7 @@ ...@@ -65,7 +65,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 21, "execution_count": 14,
"id": "493e2114-8eaa-4c5c-bec4-2e297eaf3c99", "id": "493e2114-8eaa-4c5c-bec4-2e297eaf3c99",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -115,7 +115,7 @@ ...@@ -115,7 +115,7 @@
"Index: []" "Index: []"
] ]
}, },
"execution_count": 21, "execution_count": 14,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
...@@ -126,7 +126,7 @@ ...@@ -126,7 +126,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 8, "execution_count": 15,
"id": "fc897e0e-46f1-48a2-be9a-6381086c94bf", "id": "fc897e0e-46f1-48a2-be9a-6381086c94bf",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
...@@ -304,7 +304,7 @@ ...@@ -304,7 +304,7 @@
"3902 稳健成长型 " "3902 稳健成长型 "
] ]
}, },
"execution_count": 8, "execution_count": 15,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
......
utility.py
View file @ 8bb09c9a
...@@ -92,11 +92,18 @@ def fd_typeclass(security_ids, trade_dt=None): ...@@ -92,11 +92,18 @@ def fd_typeclass(security_ids, trade_dt=None):
sec_id_strs = ",".join(["'" + s + "'" for s in security_ids]) sec_id_strs = ",".join(["'" + s + "'" for s in security_ids])
query = f""" query = f"""
select SECURITYID, L1CODE, L1NAME, L2CODE, L2NAME, L3CODE, L3NAME from TQ_FD_TYPECLASS select TQ_FD_BASICINFO.SECODE as SECURITYID,
TQ_FD_TYPECLASS.L1CODE,
TQ_FD_TYPECLASS.L1NAME,
TQ_FD_TYPECLASS.L2CODE,
TQ_FD_TYPECLASS.L2NAME,
TQ_FD_TYPECLASS.L3CODE,
TQ_FD_TYPECLASS.L3NAME from TQ_FD_TYPECLASS join TQ_FD_BASICINFO on TQ_FD_BASICINFO.SECURITYID = TQ_FD_TYPECLASS.SECURITYID
WHERE WHERE
ISVALID = 1 AND TQ_FD_TYPECLASS.ISVALID = 1 AND
SECURITYID in ({sec_id_strs}) AND TQ_FD_BASICINFO.ISVALID = 1 AND
(ENDDATE >= '{trade_dt}' or ENDDATE = '19000101') TQ_FD_BASICINFO.SECODE in ({sec_id_strs}) AND
(TQ_FD_TYPECLASS.ENDDATE >= '{trade_dt}' or TQ_FD_TYPECLASS.ENDDATE = '19000101')
""" """
return read_sql(query) return read_sql(query)
...@@ -163,9 +170,9 @@ def fd_qtfdnav(security_ids, trade_dt): ...@@ -163,9 +170,9 @@ def fd_qtfdnav(security_ids, trade_dt):
sec_id_strs = ",".join(["'" + s + "'" for s in security_ids]) sec_id_strs = ",".join(["'" + s + "'" for s in security_ids])
query = f""" query = f"""
SELECT SECODE as SECURITYID, UNITNAV, ACCUNITNAV from TQ_QT_FDNAV SELECT SECODE as SECURITYID, UNITNAV, UNITACCNAV, REPAIRUNITNAV, NAVGRTD from TQ_FD_DERIVEDN
WHERE WHERE
NAVDATE = '{trade_dt}' AND ENDDATE = '{trade_dt}' AND
ISVALID = 1 AND ISVALID = 1 AND
SECODE in ({sec_id_strs}) SECODE in ({sec_id_strs})
""" """
......
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